+72.2%
SMTC vs DD
+49.3%
+22.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.8% | -11.1% | -11.6% |
| 7D | -24.5% | +8.7% | -33.2% | -29.0% |
| 30D | -42.5% | +15.3% | -57.8% | -48.4% |
| 3M | -14.1% | +5.9% | -20.0% | -18.0% |
| 6M | +3.6% | +11.6% | -8.0% | -4.5% |
| YTD | +50.6% | +26.5% | +24.0% | +26.2% |
| 1Y | +72.2% | +35.4% | +36.8% | +38.8% |
| All | +72.2% | +49.3% | +22.9% | +38.8% |
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