+1,129.1%
DIA vs SMTC
+2,619.8%
-1,490.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.8% | -1.9% |
| 7D | -0.2% | +12.7% | -12.9% | -2.1% |
| 30D | -1.5% | +22.0% | -23.5% | -5.2% |
| 3M | +3.8% | -12.7% | +16.4% | +3.8% |
| 6M | +10.3% | +64.8% | -54.5% | -1.3% |
| YTD | +12.1% | +100.7% | -88.6% | -3.1% |
| 1Y | +18.6% | +146.9% | -128.3% | -1.6% |
| 3Y | +60.6% | +456.8% | -396.2% | +6.1% |
| 5Y | +64.4% | +89.2% | -24.8% | +26.1% |
| 10Y | +250.1% | +426.9% | -176.8% | +117.2% |
| All | +1,129.1% | +2,619.8% | -1,490.7% | +455.2% |
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 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