+119.0%
SMTC vs DD
+59.3%
+59.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +2.9% |
| 7D | +22.5% | -3.8% | +26.2% | +26.3% |
| 30D | +24.9% | -9.2% | +34.1% | +35.3% |
| 3M | +4.1% | -9.0% | +13.1% | +11.9% |
| 6M | +92.6% | -5.0% | +97.5% | +101.0% |
| YTD | +122.5% | +7.4% | +115.1% | +108.0% |
| 1Y | +166.2% | +35.1% | +131.1% | +103.0% |
| 3Y | +577.2% | +43.2% | +533.9% | +392.6% |
| 5Y | +119.0% | +59.6% | +59.3% | +48.8% |
| All | +119.0% | +59.3% | +59.6% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling