+699.7%
SMTC vs DD
+88.8%
+610.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.6% |
| 7D | +11.0% | +5.0% | +6.1% | +6.8% |
| 30D | -28.5% | +19.7% | -48.2% | -38.1% |
| 3M | -14.2% | +7.2% | -21.4% | -18.4% |
| 6M | -18.0% | +1.0% | -19.0% | -18.3% |
| YTD | +55.5% | +29.1% | +26.4% | +25.5% |
| 1Y | +69.5% | +28.5% | +41.1% | +37.3% |
| 3Y | +699.7% | +89.4% | +610.2% | +322.3% |
| All | +699.7% | +88.8% | +610.9% | +322.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling