-31.9%
DIS vs SMTC
+13.5%
-45.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.7% | -13.1% | -1.4% |
| 7D | +5.2% | -19.0% | +24.2% | +6.7% |
| 30D | +11.5% | -46.7% | +58.2% | +16.7% |
| 3M | +11.5% | -23.4% | +35.0% | +12.0% |
| 6M | +8.9% | -13.4% | +22.3% | +5.9% |
| YTD | +3.4% | +40.1% | -36.7% | -6.2% |
| 1Y | +7.2% | +47.7% | -40.5% | -3.8% |
| 3Y | +43.3% | +606.9% | -563.6% | -10.5% |
| All | -31.9% | +13.5% | -45.4% | -37.4% |
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