+29.0%
DT vs SMTC
-17.9%
+46.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | -0.4% |
| 7D | +3.1% | +11.0% | -7.9% | +3.6% |
| 30D | -29.5% | -28.5% | -1.0% | -31.4% |
| 3M | -11.7% | -14.2% | +2.5% | -11.8% |
| 6M | +29.0% | -18.0% | +47.0% | +27.5% |
| All | +29.0% | -17.9% | +46.9% | +27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling