-22.5%
DIS vs SMTC
+26.3%
-48.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.0% |
| 7D | +1.9% | +11.0% | -9.1% | +0.9% |
| 30D | +9.2% | -28.5% | +37.7% | +11.5% |
| 3M | +13.5% | -14.2% | +27.7% | +12.9% |
| 6M | +14.3% | -18.0% | +32.3% | +12.5% |
| YTD | +5.4% | +55.5% | -50.1% | -5.4% |
| 1Y | +12.2% | +69.5% | -57.4% | -0.8% |
| 3Y | +37.2% | +699.7% | -662.5% | -15.8% |
| All | -22.5% | +26.3% | -48.9% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling