+72.2%
SMTC vs DTE
+5.6%
+66.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.4% | -15.4% | -12.7% |
| 7D | -24.5% | +4.2% | -28.7% | -24.3% |
| 30D | -42.5% | +10.0% | -52.4% | -43.0% |
| 3M | -14.1% | -2.1% | -12.0% | -13.4% |
| 6M | +3.6% | -4.7% | +8.3% | +2.7% |
| YTD | +50.6% | +9.3% | +41.3% | +40.6% |
| 1Y | +72.2% | +6.6% | +65.6% | +65.2% |
| All | +72.2% | +5.6% | +66.7% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling