+1,180.8%
DVN vs SMTC
+69,284.5%
-68,103.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.0% | -9.3% | -0.4% |
| 7D | -1.3% | +22.9% | -24.3% | -3.6% |
| 30D | +12.6% | +16.6% | -4.0% | +10.2% |
| 3M | +8.1% | +2.4% | +5.7% | +6.3% |
| 6M | +10.2% | +98.3% | -88.1% | -0.6% |
| YTD | +33.8% | +120.7% | -86.9% | +18.7% |
| 1Y | +43.9% | +168.3% | -124.4% | +24.1% |
| 3Y | +1.7% | +571.7% | -570.0% | -25.6% |
| 5Y | +119.6% | +114.0% | +5.6% | +79.6% |
| 10Y | +53.7% | +497.0% | -443.3% | +14.3% |
| All | +1,180.8% | +69,284.5% | -68,103.7% | +721.6% |
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