+129.1%
SMTC vs DOCU
+107.7%
+21.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.0% | -15.5% | -17.0% |
| 7D | -35.0% | -3.2% | -31.8% | -34.4% |
| 30D | -53.6% | +15.7% | -69.3% | -55.5% |
| 3M | -24.5% | +37.3% | -61.8% | -32.1% |
| 6M | -19.0% | +63.1% | -82.1% | -32.5% |
| YTD | +24.2% | +15.4% | +8.8% | +13.6% |
| 1Y | +35.6% | +11.3% | +24.3% | +25.1% |
| 3Y | +521.9% | +92.1% | +429.8% | +374.7% |
| 5Y | +1.5% | -70.5% | +71.9% | +14.5% |
| All | +129.1% | +107.7% | +21.5% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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