+50,861.1%
SMTC vs DD
+1,148.4%
+49,712.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.3% |
| 7D | +30.5% | +6.7% | +23.7% | +26.8% |
| 30D | -30.9% | +19.4% | -50.3% | -36.1% |
| 3M | -14.7% | +7.6% | -22.3% | -17.1% |
| 6M | -9.6% | +2.9% | -12.5% | -10.3% |
| YTD | +62.1% | +29.9% | +32.2% | +44.6% |
| 1Y | +66.6% | +28.6% | +37.9% | +49.3% |
| 3Y | +718.1% | +90.0% | +628.1% | +520.7% |
| 5Y | +32.8% | +68.1% | -35.3% | +7.1% |
| 10Y | +354.1% | +98.7% | +255.4% | +229.8% |
| All | +50,861.1% | +1,148.4% | +49,712.7% | +18,473.8% |
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 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