-31.1%
DOCN vs SMTC
-0.6%
-30.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -17.5% | +1.6% | -8.4% |
| 7D | -29.3% | -35.0% | +5.7% | -15.0% |
| 30D | -46.0% | -53.6% | +7.5% | -25.5% |
| 3M | -43.2% | -24.5% | -18.7% | -37.1% |
| 6M | -53.7% | -19.0% | -34.7% | -51.5% |
| YTD | +46.9% | +24.2% | +22.7% | +28.6% |
| 1Y | +54.3% | +35.6% | +18.7% | +30.1% |
| 3Y | +185.5% | +521.9% | -336.3% | -13.2% |
| 5Y | -31.1% | +1.5% | -32.6% | +2.2% |
| All | -31.1% | -0.6% | -30.5% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling