+4.3%
DT vs SMTC
+154.8%
-150.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.9% | -1.1% |
| 7D | -3.3% | +12.7% | -16.0% | -2.6% |
| 30D | +2.0% | +22.0% | -19.9% | +3.2% |
| 3M | +20.0% | -12.7% | +32.7% | +20.5% |
| 6M | +39.3% | +64.8% | -25.5% | +39.7% |
| YTD | +19.8% | +100.7% | -80.9% | +20.0% |
| 1Y | +4.3% | +146.9% | -142.6% | +5.9% |
| All | +4.3% | +154.8% | -150.5% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling