+36.3%
DIS vs SMTC
+334.8%
-298.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.4% |
| 7D | +4.4% | -10.9% | +15.3% | +5.4% |
| 30D | +10.3% | -39.4% | +49.7% | +16.7% |
| 3M | +15.5% | -13.5% | +29.1% | +14.5% |
| 6M | +11.2% | -6.8% | +18.0% | +6.1% |
| YTD | +5.6% | +54.0% | -48.4% | -9.0% |
| 1Y | +7.7% | +50.8% | -43.0% | -7.2% |
| 3Y | +39.3% | +677.3% | -638.0% | -25.7% |
| 5Y | -29.5% | +28.7% | -58.3% | -43.3% |
| 10Y | +36.3% | +339.9% | -303.6% | -19.6% |
| All | +36.3% | +334.8% | -298.6% | -19.6% |
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