+60.0%
DLR vs SMTC
+556.3%
-496.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.0% | -9.4% | -0.7% |
| 7D | +3.4% | +22.9% | -19.5% | +0.5% |
| 30D | -2.2% | +16.6% | -18.9% | -4.6% |
| 3M | +4.7% | +2.4% | +2.3% | +2.8% |
| 6M | +9.0% | +98.3% | -89.3% | -3.9% |
| YTD | +24.1% | +120.7% | -96.5% | +7.4% |
| 1Y | +20.9% | +168.3% | -147.3% | +1.2% |
| 3Y | +60.0% | +571.7% | -511.7% | +10.2% |
| All | +60.0% | +556.3% | -496.2% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling