+1,458.7%
DIS vs SMTC
+62,999.7%
-61,541.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.2% | -11.0% | -2.7% |
| 7D | -2.6% | +12.7% | -15.3% | -3.9% |
| 30D | +3.5% | +22.0% | -18.5% | +0.6% |
| 3M | +6.8% | -12.7% | +19.5% | +6.6% |
| 6M | +3.0% | +64.8% | -61.8% | -5.3% |
| YTD | -6.7% | +100.7% | -107.4% | -16.5% |
| 1Y | -10.1% | +146.9% | -157.0% | -21.9% |
| 3Y | +33.0% | +456.8% | -423.8% | -1.4% |
| 5Y | -40.0% | +89.2% | -129.2% | -50.5% |
| 10Y | +21.1% | +426.9% | -405.8% | -13.1% |
| All | +1,458.7% | +62,999.7% | -61,541.0% | +760.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling