-34.9%
DOCS vs SMTC
+59.8%
-94.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | -0.4% |
| 7D | +0.1% | +30.5% | -30.4% | +2.1% |
| 30D | +8.7% | -30.9% | +39.5% | +6.0% |
| 3M | +32.9% | -14.7% | +47.5% | +32.1% |
| 6M | +25.5% | -9.6% | +35.1% | +23.3% |
| YTD | -25.0% | +62.1% | -87.1% | -31.0% |
| 1Y | -34.9% | +66.6% | -101.4% | -40.6% |
| All | -34.9% | +59.8% | -94.7% | -40.6% |
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 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