+39.1%
DOCS vs SMTC
+772.6%
-733.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.3% | -7.9% | +1.8% |
| 7D | -4.2% | +12.9% | -17.0% | -5.1% |
| 30D | +8.6% | -25.6% | +34.2% | +10.3% |
| 3M | +27.2% | -4.5% | +31.8% | +25.1% |
| 6M | +26.5% | -8.3% | +34.8% | +22.5% |
| YTD | -25.0% | +69.9% | -94.9% | -34.5% |
| 1Y | -37.0% | +73.9% | -110.9% | -45.3% |
| All | +39.1% | +772.6% | -733.5% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling