+55.8%
DOCS vs SMTC
+518.9%
-463.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -17.5% | +13.2% | -3.0% |
| 7D | -1.3% | -35.0% | +33.7% | +1.6% |
| 30D | +19.4% | -53.6% | +73.0% | +25.9% |
| 3M | +53.4% | -24.5% | +77.9% | +53.2% |
| 6M | +28.8% | -19.0% | +47.7% | +23.7% |
| YTD | -25.1% | +24.2% | -49.3% | -33.5% |
| 1Y | -48.1% | +35.6% | -83.8% | -54.9% |
| All | +55.8% | +518.9% | -463.2% | -26.2% |
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