+62,999.7%
SMTC vs DD
+961.9%
+62,037.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.4% | +8.9% | +9.1% |
| 7D | +12.7% | -3.5% | +16.3% | +14.6% |
| 30D | +22.0% | -10.3% | +32.3% | +28.3% |
| 3M | -12.7% | -7.5% | -5.1% | -9.4% |
| 6M | +64.8% | -8.0% | +72.8% | +72.2% |
| YTD | +100.7% | +10.5% | +90.2% | +92.2% |
| 1Y | +146.9% | +38.3% | +108.6% | +112.4% |
| 3Y | +456.8% | +42.5% | +414.3% | +379.9% |
| 5Y | +89.2% | +60.2% | +29.1% | +55.7% |
| 10Y | +426.9% | +68.9% | +358.0% | +310.8% |
| All | +62,999.7% | +961.9% | +62,037.8% | +24,583.9% |
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