+124.0%
DPZ vs SMTC
+313.7%
-189.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.7% | -14.9% | -3.1% |
| 7D | +6.6% | -19.0% | +25.5% | +7.9% |
| 30D | +10.3% | -46.7% | +57.0% | +15.2% |
| 3M | -6.2% | -23.4% | +17.3% | -6.0% |
| 6M | +4.2% | -13.4% | +17.6% | +1.0% |
| YTD | -18.4% | +40.1% | -58.5% | -26.1% |
| 1Y | -14.9% | +47.7% | -62.6% | -23.8% |
| 3Y | -4.6% | +606.9% | -611.5% | -38.8% |
| 5Y | -27.4% | +14.4% | -41.8% | -38.7% |
| All | +124.0% | +313.7% | -189.7% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling