+474.3%
DINO vs SMTC
+516.8%
-42.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | +1.5% | +17.5% | -16.0% | -1.4% |
| 30D | +25.9% | +21.3% | +4.6% | +21.0% |
| 3M | +53.2% | +3.1% | +50.0% | +49.0% |
| 6M | +105.5% | +81.7% | +23.8% | +76.3% |
| YTD | +139.2% | +115.9% | +23.3% | +97.1% |
| 1Y | +117.4% | +157.8% | -40.4% | +70.7% |
| 3Y | +99.3% | +557.3% | -458.0% | +6.8% |
| 5Y | +333.0% | +114.7% | +218.3% | +211.7% |
| All | +474.3% | +516.8% | -42.5% | +189.3% |
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