+340.7%
SMTC vs DRI
+331.7%
+9.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.2% |
| 7D | +11.0% | +1.1% | +10.0% | +10.6% |
| 30D | -28.5% | +9.7% | -38.2% | -31.6% |
| 3M | -14.2% | +3.2% | -17.4% | -16.5% |
| 6M | -18.0% | +20.6% | -38.6% | -26.2% |
| YTD | +55.5% | +28.3% | +27.3% | +35.7% |
| 1Y | +69.5% | +34.5% | +35.0% | +44.7% |
| 3Y | +699.7% | +66.5% | +633.1% | +519.7% |
| 5Y | +27.4% | +79.6% | -52.2% | -4.7% |
| All | +340.7% | +331.7% | +9.0% | +165.0% |
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