-28.4%
DT vs SMTC
+116.8%
-145.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -0.5% | +22.5% | -23.0% | -3.3% |
| 30D | +0.1% | +24.9% | -24.8% | -3.6% |
| 3M | +24.1% | +4.1% | +20.0% | +20.9% |
| 6M | +30.1% | +92.6% | -62.4% | +12.0% |
| YTD | +16.8% | +122.5% | -105.7% | -2.7% |
| 1Y | -0.1% | +166.2% | -166.3% | -20.5% |
| 3Y | +6.8% | +577.2% | -570.3% | -42.6% |
| 5Y | -28.4% | +119.0% | -147.3% | -31.3% |
| All | -28.4% | +116.8% | -145.2% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling