-8.4%
DPZ vs SMTC
+463.0%
-471.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.2% | -10.9% | -1.9% |
| 7D | -2.5% | +12.7% | -15.3% | -2.8% |
| 30D | -7.0% | +22.0% | -28.9% | -7.6% |
| 3M | +11.6% | -12.7% | +24.3% | +12.0% |
| 6M | -15.2% | +64.8% | -80.0% | -18.6% |
| YTD | -17.2% | +100.7% | -117.9% | -21.7% |
| 1Y | -24.8% | +146.9% | -171.7% | -30.2% |
| All | -8.4% | +463.0% | -471.3% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling