+57.3%
DRAM vs SMTC
+58.2%
-0.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +2.0% | +0.2% |
| 7D | +18.0% | +30.5% | -12.5% | -0.4% |
| 30D | -17.4% | -30.9% | +13.5% | +1.8% |
| 3M | -20.3% | -14.7% | -5.6% | -17.0% |
| 6M | -14.9% | -9.6% | -5.3% | -8.2% |
| All | +57.3% | +58.2% | -0.9% | +57.4% |
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