+64.8%
SMTC vs DG
-13.1%
+77.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.5% | +7.7% | +9.4% |
| 7D | +12.7% | +8.4% | +4.3% | +13.7% |
| 30D | +22.0% | +4.9% | +17.0% | +23.0% |
| 3M | -12.7% | +29.3% | -42.0% | -15.7% |
| 6M | +64.8% | -11.3% | +76.0% | +96.6% |
| All | +64.8% | -13.1% | +77.9% | +96.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling