+2,545.7%
DUK vs SMTC
+69,847.7%
-67,302.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -0.1% | +22.5% | -22.6% | -0.8% |
| 30D | +0.2% | +24.9% | -24.6% | -0.6% |
| 3M | -1.9% | +4.1% | -6.0% | -2.4% |
| 6M | -6.5% | +92.6% | -99.1% | -9.3% |
| YTD | +5.4% | +122.5% | -117.0% | +1.7% |
| 1Y | +3.6% | +166.2% | -162.7% | -1.0% |
| 3Y | +48.1% | +577.2% | -529.0% | +33.4% |
| 5Y | +39.6% | +119.0% | -79.4% | +30.1% |
| 10Y | +131.8% | +527.9% | -396.0% | +104.6% |
| All | +2,545.7% | +69,847.7% | -67,302.0% | +1,978.8% |
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