-73.2%
DOCS vs SMTC
+91.8%
-165.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +9.2% | -12.0% | -4.5% |
| 7D | -1.4% | +12.7% | -14.2% | -3.8% |
| 30D | +21.8% | +22.0% | -0.1% | +15.6% |
| 3M | +27.3% | -12.7% | +40.0% | +26.8% |
| 6M | -0.3% | +64.8% | -65.1% | -17.2% |
| YTD | -40.5% | +100.7% | -141.2% | -53.4% |
| 1Y | -61.5% | +146.9% | -208.4% | -72.0% |
| 3Y | +8.2% | +456.8% | -448.6% | -51.9% |
| All | -73.2% | +91.8% | -165.0% | -75.3% |
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