+146.9%
SMTC vs DD
+41.5%
+105.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.4% | +8.9% | +9.0% |
| 7D | +12.7% | -3.5% | +16.3% | +15.4% |
| 30D | +22.0% | -10.3% | +32.3% | +30.8% |
| 3M | -12.7% | -7.5% | -5.1% | -8.2% |
| 6M | +64.8% | -8.0% | +72.8% | +72.2% |
| YTD | +100.7% | +10.5% | +90.2% | +96.2% |
| 1Y | +146.9% | +38.3% | +108.6% | +123.0% |
| All | +146.9% | +41.5% | +105.4% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling