+90.8%
SMTC vs DOC
-24.5%
+115.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.8% | +11.0% | +10.3% |
| 7D | +12.7% | -1.5% | +14.2% | +13.6% |
| 30D | +22.0% | -4.8% | +26.7% | +25.1% |
| 3M | -12.7% | +6.9% | -19.6% | -17.6% |
| 6M | +64.8% | +20.7% | +44.0% | +43.4% |
| YTD | +100.7% | +34.1% | +66.5% | +61.4% |
| 1Y | +146.9% | +22.6% | +124.3% | +109.9% |
| 3Y | +456.8% | +20.8% | +436.0% | +370.2% |
| All | +90.8% | -24.5% | +115.4% | +101.4% |
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