+5,666.8%
DPZ vs SMTC
+343.3%
+5,323.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -17.5% | +17.8% | +3.2% |
| 7D | +9.5% | -35.0% | +44.5% | +16.8% |
| 30D | +12.8% | -53.6% | +66.4% | +26.6% |
| 3M | -6.2% | -24.5% | +18.3% | -5.6% |
| 6M | +4.3% | -19.0% | +23.2% | -0.1% |
| YTD | -16.6% | +24.2% | -40.8% | -28.0% |
| 1Y | -12.8% | +35.6% | -48.4% | -26.6% |
| 3Y | -0.8% | +521.9% | -522.7% | -50.4% |
| 5Y | -25.8% | +1.5% | -27.3% | -43.3% |
| 10Y | +130.9% | +274.7% | -143.8% | +1.3% |
| All | +5,666.8% | +343.3% | +5,323.5% | +1,743.7% |
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 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