+171.8%
DLR vs SMTC
+516.8%
-345.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.5% |
| 7D | -1.3% | +17.5% | -18.8% | -3.9% |
| 30D | -2.9% | +21.3% | -24.2% | -6.2% |
| 3M | +3.2% | +3.1% | +0.1% | +0.8% |
| 6M | +3.9% | +81.7% | -77.8% | -8.7% |
| YTD | +21.4% | +115.9% | -94.5% | +3.2% |
| 1Y | +9.7% | +157.8% | -148.1% | -10.0% |
| 3Y | +56.5% | +557.3% | -500.7% | +0.4% |
| 5Y | +41.5% | +114.7% | -73.1% | +5.7% |
| All | +171.8% | +516.8% | -345.0% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling