-35.9%
DOW vs SMTC
+116.8%
-152.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -6.0% | +22.5% | -28.5% | -8.1% |
| 30D | -2.7% | +24.9% | -27.6% | -5.5% |
| 3M | -10.5% | +4.1% | -14.5% | -12.0% |
| 6M | -12.4% | +92.6% | -105.0% | -21.6% |
| YTD | +30.0% | +122.5% | -92.4% | +13.5% |
| 1Y | +27.8% | +166.2% | -138.4% | +8.1% |
| 3Y | -34.9% | +577.2% | -612.1% | -57.1% |
| 5Y | -35.9% | +119.0% | -154.8% | -51.3% |
| All | -35.9% | +116.8% | -152.7% | -51.3% |
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