+8.3%
DIS vs SMTC
+70.8%
-62.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -12.9% | +17.1% | +3.4% |
| 7D | +9.1% | -24.5% | +33.6% | +7.6% |
| 30D | +14.8% | -42.5% | +57.3% | +12.1% |
| 3M | +21.2% | -14.1% | +35.2% | +20.2% |
| 6M | +18.3% | +3.6% | +14.7% | +16.4% |
| YTD | +5.4% | +50.6% | -45.2% | +3.1% |
| 1Y | +8.3% | +72.2% | -64.0% | +4.0% |
| All | +8.3% | +70.8% | -62.6% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling