+57.5%
DIA vs SMTC
+28.1%
+29.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | +0.9% | -10.9% | +11.8% | +1.6% |
| 30D | +1.1% | -39.4% | +40.5% | +5.0% |
| 3M | -2.9% | -13.5% | +10.7% | -3.1% |
| 6M | +5.9% | -6.8% | +12.7% | +3.5% |
| YTD | +9.8% | +54.0% | -44.2% | +0.9% |
| 1Y | +11.7% | +50.8% | -39.1% | +2.8% |
| 3Y | +59.5% | +677.3% | -617.8% | +11.8% |
| 5Y | +57.5% | +28.7% | +28.8% | +47.8% |
| All | +57.5% | +28.1% | +29.4% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling