+155.0%
DPZ vs SMTC
+428.4%
-273.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.2% | -10.9% | -2.6% |
| 7D | -2.5% | +12.7% | -15.3% | -3.7% |
| 30D | -7.0% | +22.0% | -28.9% | -9.3% |
| 3M | +11.6% | -12.7% | +24.3% | +11.5% |
| 6M | -15.2% | +64.8% | -80.0% | -22.3% |
| YTD | -17.2% | +100.7% | -117.9% | -26.3% |
| 1Y | -24.8% | +146.9% | -171.7% | -35.3% |
| 3Y | -8.7% | +456.8% | -465.5% | -36.7% |
| 5Y | -28.9% | +89.2% | -118.2% | -42.3% |
| All | +155.0% | +428.4% | -273.3% | +64.7% |
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