-38.0%
DOCS vs SMTC
+79.1%
-117.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.8% | -11.7% | -1.1% |
| 7D | 0.0% | -4.8% | +4.8% | 0.0% |
| 30D | +7.8% | -37.8% | +45.6% | +15.5% |
| 3M | +20.0% | -16.5% | +36.4% | +18.9% |
| 6M | +26.5% | -4.4% | +30.9% | +16.6% |
| YTD | -25.8% | +58.0% | -83.8% | -41.2% |
| 1Y | -39.5% | +62.0% | -101.5% | -52.7% |
| 3Y | +60.3% | +745.7% | -685.3% | -45.6% |
| 5Y | -57.0% | +29.0% | -86.1% | -60.5% |
| All | -38.0% | +79.1% | -117.1% | -48.1% |
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 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