+124.3%
DVN vs SMTC
+112.1%
+12.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.1% | +2.4% |
| 7D | +2.5% | +17.5% | -15.0% | +0.6% |
| 30D | +10.2% | +21.3% | -11.1% | +7.4% |
| 3M | +8.1% | +3.1% | +5.0% | +6.3% |
| 6M | +15.9% | +81.7% | -65.8% | +4.4% |
| YTD | +38.2% | +115.9% | -77.7% | +20.8% |
| 1Y | +44.5% | +157.8% | -113.3% | +21.6% |
| 3Y | +5.1% | +557.3% | -552.1% | -33.3% |
| 5Y | +124.3% | +114.7% | +9.7% | +96.5% |
| All | +124.3% | +112.1% | +12.2% | +96.5% |
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 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