-28.3%
DOW vs SMTC
+40.1%
-68.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.3% | -7.0% | +2.4% |
| 7D | -0.5% | +12.9% | -13.3% | -1.9% |
| 30D | +15.7% | -25.6% | +41.3% | +18.2% |
| 3M | +5.3% | -4.5% | +9.8% | +3.8% |
| 6M | -14.2% | -8.3% | -5.9% | -16.3% |
| YTD | +43.9% | +69.9% | -26.0% | +27.6% |
| 1Y | +53.1% | +73.9% | -20.9% | +34.8% |
| 3Y | -21.8% | +757.7% | -779.5% | -52.0% |
| 5Y | -28.3% | +38.7% | -67.0% | -42.0% |
| All | -28.3% | +40.1% | -68.4% | -42.0% |
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