+117.6%
DT vs SMTC
+184.1%
-66.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.9% | -3.5% |
| 7D | -3.3% | +12.7% | -16.0% | -5.7% |
| 30D | +2.0% | +22.0% | -19.9% | -3.4% |
| 3M | +20.0% | -12.7% | +32.7% | +19.4% |
| 6M | +39.3% | +64.8% | -25.5% | +16.2% |
| YTD | +19.8% | +100.7% | -80.9% | -5.6% |
| 1Y | +4.3% | +146.9% | -142.6% | -23.4% |
| 3Y | +7.7% | +456.8% | -449.1% | -50.7% |
| 5Y | -26.8% | +89.2% | -116.1% | -46.7% |
| All | +117.6% | +184.1% | -66.5% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling