-21.4%
DOW vs SMTC
+772.6%
-794.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.3% | -7.0% | +2.7% |
| 7D | -0.5% | +12.9% | -13.3% | -1.4% |
| 30D | +15.7% | -25.6% | +41.3% | +17.4% |
| 3M | +5.3% | -4.5% | +9.8% | +4.2% |
| 6M | -14.2% | -8.3% | -5.9% | -15.8% |
| YTD | +43.9% | +69.9% | -26.0% | +30.9% |
| 1Y | +53.1% | +73.9% | -20.9% | +38.4% |
| All | -21.4% | +772.6% | -794.1% | -44.2% |
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