+67.3%
DVN vs SMTC
+548.2%
-481.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.7% |
| 7D | +4.5% | +13.1% | -8.6% | +1.5% |
| 30D | +12.0% | +19.5% | -7.5% | +6.4% |
| 3M | +13.4% | +2.2% | +11.2% | +9.4% |
| 6M | +12.1% | +94.9% | -82.8% | -11.2% |
| YTD | +38.8% | +127.0% | -88.1% | +4.3% |
| 1Y | +46.0% | +174.6% | -128.5% | +2.0% |
| 3Y | +9.5% | +615.9% | -606.4% | -55.9% |
| 5Y | +125.3% | +125.6% | -0.3% | +40.4% |
| All | +67.3% | +548.2% | -481.0% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling