+5,594.3%
SMTC vs DRI
+7,978.2%
-2,383.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.0% | +13.8% | +13.1% |
| 7D | -19.0% | +2.8% | -21.8% | -20.0% |
| 30D | -46.7% | +13.3% | -60.0% | -49.3% |
| 3M | -23.4% | +8.2% | -31.6% | -26.4% |
| 6M | -13.4% | +17.5% | -31.0% | -19.9% |
| YTD | +40.1% | +26.9% | +13.1% | +26.0% |
| 1Y | +47.7% | +31.6% | +16.1% | +31.0% |
| 3Y | +606.9% | +67.0% | +540.0% | +477.4% |
| 5Y | +14.4% | +72.9% | -58.5% | -7.7% |
| 10Y | +322.5% | +371.3% | -48.8% | +132.5% |
| All | +5,594.3% | +7,978.2% | -2,383.8% | +1,275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling