+72.2%
SMTC vs DG
+45.3%
+27.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +8.5% | -21.4% | -10.7% |
| 7D | -24.5% | +12.3% | -36.8% | -22.0% |
| 30D | -42.5% | +19.3% | -61.8% | -40.5% |
| 3M | -14.1% | +11.9% | -25.9% | -11.4% |
| 6M | +3.6% | +25.0% | -21.4% | +5.1% |
| YTD | +50.6% | +8.7% | +41.8% | +57.9% |
| 1Y | +72.2% | +44.7% | +27.6% | +74.3% |
| All | +72.2% | +45.3% | +27.0% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling