-54.2%
DOCS vs SMTC
+13.5%
-67.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.7% | -14.8% | -4.1% |
| 7D | -0.8% | -19.0% | +18.2% | +2.1% |
| 30D | +17.4% | -46.7% | +64.1% | +29.1% |
| 3M | +57.4% | -23.4% | +80.8% | +58.6% |
| 6M | +26.5% | -13.4% | +40.0% | +18.6% |
| YTD | -26.6% | +40.1% | -66.6% | -40.4% |
| 1Y | -48.1% | +47.7% | -95.7% | -58.8% |
| 3Y | +52.6% | +606.9% | -554.3% | -45.6% |
| All | -54.2% | +13.5% | -67.7% | -50.2% |
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 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