-10.8%
DOW vs SMTC
+169.8%
-180.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.2% | -12.3% | -4.9% |
| 7D | -2.4% | +12.7% | -15.1% | -4.9% |
| 30D | +0.4% | +22.0% | -21.6% | -4.8% |
| 3M | -14.4% | -12.7% | -1.7% | -14.5% |
| 6M | -7.0% | +64.8% | -71.8% | -21.9% |
| YTD | +30.2% | +100.7% | -70.5% | +3.2% |
| 1Y | +29.2% | +146.9% | -117.7% | -4.0% |
| 3Y | -36.7% | +456.8% | -493.5% | -69.8% |
| 5Y | -37.7% | +89.2% | -126.9% | -56.1% |
| All | -10.8% | +169.8% | -180.6% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling