+235.3%
DIA vs SMTC
+351.6%
-116.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.3% |
| 7D | +1.6% | +30.5% | -28.9% | -2.5% |
| 30D | +1.2% | -30.9% | +32.1% | +5.5% |
| 3M | -2.4% | -14.7% | +12.3% | -2.6% |
| 6M | +5.7% | -9.6% | +15.2% | +2.5% |
| YTD | +9.9% | +62.1% | -52.2% | -4.5% |
| 1Y | +9.8% | +66.6% | -56.8% | -5.3% |
| 3Y | +59.8% | +718.1% | -658.3% | -10.9% |
| 5Y | +57.7% | +32.8% | +24.9% | +30.7% |
| All | +235.3% | +351.6% | -116.3% | +101.2% |
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