+589.5%
SMTC vs DG
+614.5%
-25.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -4.0% |
| 7D | +11.0% | +0.3% | +10.7% | +11.0% |
| 30D | -28.5% | +3.2% | -31.7% | -29.4% |
| 3M | -14.2% | +10.4% | -24.6% | -16.7% |
| 6M | -18.0% | +33.2% | -51.2% | -24.0% |
| YTD | +55.5% | +3.0% | +52.5% | +51.7% |
| 1Y | +69.5% | +31.2% | +38.3% | +56.6% |
| 3Y | +699.7% | +21.8% | +677.8% | +615.9% |
| 5Y | +27.4% | -35.0% | +62.4% | +35.6% |
| 10Y | +335.7% | +106.0% | +229.7% | +235.5% |
| All | +589.5% | +614.5% | -25.1% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling