-34.4%
DOW vs SMTC
+546.3%
-580.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.0% |
| 7D | -2.4% | +17.5% | -19.9% | -3.7% |
| 30D | -4.1% | +21.3% | -25.4% | -5.9% |
| 3M | -12.4% | +3.1% | -15.6% | -13.5% |
| 6M | -10.6% | +81.7% | -92.3% | -17.5% |
| YTD | +31.1% | +115.9% | -84.9% | +18.0% |
| 1Y | +30.5% | +157.8% | -127.3% | +14.5% |
| All | -34.4% | +546.3% | -580.7% | -52.8% |
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