+237.1%
DIA vs SMTC
+382.5%
-145.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -0.9% |
| 7D | -1.6% | +12.9% | -14.5% | -3.7% |
| 30D | +1.3% | -25.6% | +26.9% | +4.5% |
| 3M | -2.1% | -4.5% | +2.5% | -3.9% |
| 6M | +6.2% | -8.3% | +14.5% | +2.9% |
| YTD | +10.3% | +69.9% | -59.6% | -4.7% |
| 1Y | +11.0% | +73.9% | -62.9% | -4.9% |
| 3Y | +60.4% | +757.7% | -697.3% | -11.1% |
| 5Y | +59.1% | +38.7% | +20.4% | +31.1% |
| 10Y | +237.1% | +376.1% | -139.1% | +100.7% |
| All | +237.1% | +382.5% | -145.5% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling