+87.1%
DOCN vs SMTC
+63.4%
+23.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.6% |
| 7D | -12.1% | -10.9% | -1.2% | -8.0% |
| 30D | -41.0% | -39.4% | -1.6% | -27.5% |
| 3M | -38.7% | -13.5% | -25.2% | -35.8% |
| 6M | -51.5% | -6.8% | -44.7% | -52.3% |
| YTD | +65.3% | +54.0% | +11.2% | +31.3% |
| 1Y | +53.9% | +50.8% | +3.1% | +22.8% |
| 3Y | +215.6% | +677.3% | -461.8% | -12.9% |
| 5Y | -26.2% | +28.7% | -54.9% | -25.8% |
| All | +87.1% | +63.4% | +23.7% | +67.3% |
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 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