-3.4%
DT vs SMTC
+59.8%
-63.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +1.4% |
| 7D | +2.7% | +30.5% | -27.7% | +3.7% |
| 30D | -30.4% | -30.9% | +0.5% | -31.9% |
| 3M | -9.4% | -14.7% | +5.3% | -9.9% |
| 6M | +14.5% | -9.6% | +24.1% | +14.1% |
| YTD | +3.6% | +62.1% | -58.5% | +1.6% |
| 1Y | -3.4% | +66.6% | -70.0% | -6.0% |
| All | -3.4% | +59.8% | -63.3% | -6.0% |
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