+571.7%
SMTC vs DD
+47.1%
+524.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.2% | +10.2% | +10.1% |
| 7D | +22.9% | -0.6% | +23.5% | +23.5% |
| 30D | +16.6% | -7.4% | +24.1% | +24.7% |
| 3M | +2.4% | -6.4% | +8.8% | +7.9% |
| 6M | +98.3% | -2.5% | +100.7% | +102.9% |
| YTD | +120.7% | +10.2% | +110.4% | +101.2% |
| 1Y | +168.3% | +36.9% | +131.3% | +99.3% |
| 3Y | +571.7% | +47.0% | +524.7% | +378.1% |
| All | +571.7% | +47.1% | +524.6% | +378.1% |
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