+1,650.0%
DIS vs SMTC
+50,861.1%
-49,211.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.7% |
| 7D | +0.9% | +30.5% | -29.6% | -2.2% |
| 30D | +8.9% | -30.9% | +39.8% | +12.2% |
| 3M | +14.5% | -14.7% | +29.2% | +14.2% |
| 6M | +12.2% | -9.6% | +21.8% | +9.4% |
| YTD | +4.7% | +62.1% | -57.4% | -5.5% |
| 1Y | +2.8% | +66.6% | -63.8% | -7.7% |
| 3Y | +38.1% | +718.1% | -679.9% | -3.1% |
| 5Y | -23.6% | +32.8% | -56.4% | -35.4% |
| 10Y | +31.4% | +354.1% | -322.8% | -5.5% |
| All | +1,650.0% | +50,861.1% | -49,211.1% | +873.9% |
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