+117.2%
SMTC vs DG
-37.9%
+155.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.0% | +14.0% | +10.0% |
| 7D | +22.9% | -2.5% | +25.4% | +23.0% |
| 30D | +16.6% | +1.0% | +15.6% | +16.6% |
| 3M | +2.4% | +20.3% | -17.9% | +1.5% |
| 6M | +98.3% | -11.7% | +110.0% | +99.3% |
| YTD | +120.7% | -2.3% | +123.0% | +120.9% |
| 1Y | +168.3% | +20.0% | +148.3% | +166.4% |
| 3Y | +571.7% | +7.2% | +564.5% | +595.3% |
| All | +117.2% | -37.9% | +155.1% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling