-48.1%
DOCS vs SMTC
+50.9%
-99.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.7% | -14.8% | -1.0% |
| 7D | -0.8% | -19.0% | +18.2% | -2.3% |
| 30D | +17.4% | -46.7% | +64.1% | +12.0% |
| 3M | +57.4% | -23.4% | +80.8% | +54.9% |
| 6M | +26.5% | -13.4% | +40.0% | +22.3% |
| YTD | -26.6% | +40.1% | -66.6% | -31.3% |
| 1Y | -48.1% | +47.7% | -95.7% | -51.5% |
| All | -48.1% | +50.9% | -99.0% | -51.5% |
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