+499.6%
SMTC vs DG
+99.2%
+400.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.7% | -2.7% |
| 7D | +17.5% | -6.3% | +23.8% | +18.8% |
| 30D | +21.3% | +2.4% | +18.9% | +20.5% |
| 3M | +3.1% | +12.4% | -9.3% | 0.0% |
| 6M | +81.7% | -14.9% | +96.6% | +86.1% |
| YTD | +115.9% | -6.1% | +122.0% | +116.3% |
| 1Y | +157.8% | +17.9% | +140.0% | +145.7% |
| 3Y | +557.3% | +3.1% | +554.1% | +523.7% |
| 5Y | +114.7% | -38.7% | +153.3% | +142.0% |
| All | +499.6% | +99.2% | +400.4% | +359.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling