+5.7%
DIA vs SMTC
-9.9%
+15.6%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.3% |
| 7D | +1.6% | +30.5% | -28.9% | +1.0% |
| 30D | +1.2% | -30.9% | +32.1% | +1.6% |
| 3M | -2.4% | -14.7% | +12.3% | -2.7% |
| 6M | +5.7% | -9.6% | +15.2% | +4.0% |
| All | +5.7% | -9.9% | +15.6% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling