-47.3%
DOCS vs SMTC
+70.8%
-118.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -12.9% | +19.3% | +5.1% |
| 7D | +1.2% | -24.5% | +25.7% | -1.1% |
| 30D | +21.3% | -42.5% | +63.8% | +16.1% |
| 3M | +58.4% | -14.1% | +72.5% | +57.2% |
| 6M | +39.3% | +3.6% | +35.7% | +34.5% |
| YTD | -21.7% | +50.6% | -72.3% | -25.9% |
| 1Y | -47.3% | +72.2% | -119.6% | -50.1% |
| All | -47.3% | +70.8% | -118.2% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling