+3,595.7%
DLR vs SMTC
+616.2%
+2,979.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -1.8% |
| 7D | +1.6% | +12.7% | -11.2% | -1.2% |
| 30D | -3.4% | +22.0% | -25.3% | -8.5% |
| 3M | +0.5% | -12.7% | +13.2% | +0.6% |
| 6M | +4.6% | +64.8% | -60.2% | -11.5% |
| YTD | +23.4% | +100.7% | -77.3% | -0.9% |
| 1Y | +19.0% | +146.9% | -127.9% | -10.0% |
| 3Y | +56.5% | +456.8% | -400.3% | -16.6% |
| 5Y | +33.3% | +89.2% | -55.9% | -9.3% |
| 10Y | +165.1% | +426.9% | -261.7% | +11.2% |
| All | +3,595.7% | +616.2% | +2,979.5% | +889.2% |
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 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