+53,327.2%
SMTC vs DD
+1,155.7%
+52,171.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.1% | +10.7% |
| 7D | +12.9% | +3.2% | +9.6% | +11.8% |
| 30D | -25.6% | +20.3% | -45.9% | -31.5% |
| 3M | -4.5% | +8.2% | -12.7% | -7.5% |
| 6M | -8.3% | +3.4% | -11.7% | -9.2% |
| YTD | +69.9% | +30.6% | +39.3% | +51.2% |
| 1Y | +73.9% | +30.6% | +43.3% | +54.7% |
| 3Y | +757.7% | +91.1% | +666.6% | +548.9% |
| 5Y | +38.7% | +68.6% | -29.9% | +11.7% |
| 10Y | +376.1% | +99.9% | +276.2% | +244.7% |
| All | +53,327.2% | +1,155.7% | +52,171.5% | +19,317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling