-51.1%
DOCS vs SMTC
-0.6%
-50.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -17.5% | +13.2% | -1.3% |
| 7D | -1.3% | -35.0% | +33.7% | +5.5% |
| 30D | +19.4% | -53.6% | +73.0% | +34.6% |
| 3M | +53.4% | -24.5% | +77.9% | +54.3% |
| 6M | +28.8% | -19.0% | +47.7% | +21.7% |
| YTD | -25.1% | +24.2% | -49.3% | -37.8% |
| 1Y | -48.1% | +35.6% | -83.8% | -58.3% |
| 3Y | +51.4% | +521.9% | -470.5% | -44.7% |
| 5Y | -51.1% | +1.5% | -52.5% | -45.9% |
| All | -51.1% | -0.6% | -50.5% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling