+522.8%
SMTC vs DRI
+355.9%
+166.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.8% | +11.8% | +10.7% |
| 7D | +22.9% | -1.2% | +24.2% | +23.4% |
| 30D | +16.6% | -0.4% | +17.0% | +16.5% |
| 3M | +2.4% | +9.5% | -7.1% | -2.6% |
| 6M | +98.3% | +6.5% | +91.8% | +90.5% |
| YTD | +120.7% | +18.4% | +102.3% | +101.6% |
| 1Y | +168.3% | +4.2% | +164.0% | +157.7% |
| 3Y | +571.7% | +57.1% | +514.6% | +439.7% |
| 5Y | +114.0% | +70.4% | +43.6% | +65.7% |
| All | +522.8% | +355.9% | +166.9% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling