-41.1%
DIS vs SMTC
+91.8%
-132.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.2% | -11.0% | -2.6% |
| 7D | -2.6% | +12.7% | -15.3% | -3.8% |
| 30D | +3.5% | +22.0% | -18.5% | +0.9% |
| 3M | +6.8% | -12.7% | +19.5% | +6.9% |
| 6M | +3.0% | +64.8% | -61.8% | -5.6% |
| YTD | -6.7% | +100.7% | -107.4% | -17.0% |
| 1Y | -10.1% | +146.9% | -157.0% | -22.8% |
| 3Y | +33.0% | +456.8% | -423.8% | -7.9% |
| All | -41.1% | +91.8% | -132.9% | -48.6% |
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