+203.9%
DOCN vs SMTC
+597.8%
-393.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.7% | -10.2% | -2.1% |
| 7D | -19.2% | -19.0% | -0.2% | -12.9% |
| 30D | -43.1% | -46.7% | +3.7% | -28.9% |
| 3M | -40.7% | -23.4% | -17.3% | -35.3% |
| 6M | -55.0% | -13.4% | -41.6% | -53.7% |
| YTD | +50.6% | +40.1% | +10.6% | +32.9% |
| 1Y | +54.0% | +47.7% | +6.3% | +33.5% |
| 3Y | +203.9% | +606.9% | -403.0% | +44.6% |
| All | +203.9% | +597.8% | -393.9% | +44.6% |
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 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