+18.6%
DLR vs SMTC
+168.8%
-150.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +2.9% | +22.5% | -19.6% | +0.5% |
| 30D | -1.2% | +24.9% | -26.0% | -3.9% |
| 3M | +2.9% | +4.1% | -1.1% | +1.2% |
| 6M | +6.7% | +92.6% | -85.9% | -6.5% |
| YTD | +23.9% | +122.5% | -98.6% | +5.1% |
| 1Y | +18.6% | +166.2% | -147.6% | -1.3% |
| All | +18.6% | +168.8% | -150.1% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling