+3,455.1%
DLR vs SMTC
+454.9%
+3,000.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.0% |
| 7D | +3.3% | +11.0% | -7.7% | +0.7% |
| 30D | +4.6% | -28.5% | +33.1% | +10.8% |
| 3M | -8.3% | -14.2% | +5.9% | -8.1% |
| 6M | -5.6% | -18.0% | +12.4% | -7.1% |
| YTD | +18.7% | +55.5% | -36.8% | -1.6% |
| 1Y | +17.1% | +69.5% | -52.4% | -5.2% |
| 3Y | +54.4% | +699.7% | -645.3% | -27.2% |
| 5Y | +36.5% | +27.4% | +9.1% | 0.0% |
| 10Y | +187.7% | +335.7% | -148.0% | +21.9% |
| All | +3,455.1% | +454.9% | +3,000.2% | +882.6% |
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