+276.3%
SMTC vs DBX
+20.1%
+256.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.4% | +11.7% | +10.2% |
| 7D | +12.7% | -2.4% | +15.2% | +13.7% |
| 30D | +22.0% | -0.5% | +22.5% | +21.2% |
| 3M | -12.7% | +28.1% | -40.7% | -23.1% |
| 6M | +64.8% | +33.1% | +31.7% | +39.3% |
| YTD | +100.7% | +25.3% | +75.4% | +73.6% |
| 1Y | +146.9% | +18.3% | +128.5% | +117.6% |
| 3Y | +456.8% | +25.0% | +431.8% | +365.5% |
| 5Y | +89.2% | +7.5% | +81.7% | +64.2% |
| All | +276.3% | +20.1% | +256.2% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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