+1,103.7%
DIA vs SMTC
+1,987.2%
-883.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.1% |
| 7D | +0.9% | -10.9% | +11.8% | +2.0% |
| 30D | +1.1% | -39.4% | +40.5% | +7.6% |
| 3M | -2.9% | -13.5% | +10.7% | -3.2% |
| 6M | +5.9% | -6.8% | +12.7% | +2.3% |
| YTD | +9.8% | +54.0% | -44.2% | -3.1% |
| 1Y | +11.7% | +50.8% | -39.1% | -1.4% |
| 3Y | +59.5% | +677.3% | -617.8% | -1.7% |
| 5Y | +57.5% | +28.7% | +28.8% | +26.2% |
| 10Y | +235.9% | +339.9% | -104.0% | +110.2% |
| All | +1,103.7% | +1,987.2% | -883.5% | +455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling