+22.0%
SMTC vs DOC
-22.8%
+44.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.1% | -16.0% | -14.6% |
| 7D | -24.5% | +8.7% | -33.2% | -28.1% |
| 30D | -42.5% | +7.6% | -50.1% | -45.4% |
| 3M | -14.1% | -5.3% | -8.8% | -12.7% |
| 6M | +3.6% | +27.6% | -24.0% | -14.4% |
| YTD | +50.6% | +32.4% | +18.2% | +20.2% |
| 1Y | +72.2% | +22.9% | +49.4% | +44.4% |
| 3Y | +653.8% | +43.1% | +610.7% | +467.0% |
| 5Y | +22.0% | -21.4% | +43.3% | +30.6% |
| All | +22.0% | -22.8% | +44.8% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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