+530.1%
SMTC vs DTE
+137.8%
+392.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.7% |
| 7D | +13.1% | -2.6% | +15.7% | +14.4% |
| 30D | +19.5% | -4.4% | +23.9% | +21.9% |
| 3M | +2.2% | -8.3% | +10.6% | +5.8% |
| 6M | +94.9% | -8.1% | +103.0% | +101.1% |
| YTD | +127.0% | +4.4% | +122.5% | +120.4% |
| 1Y | +174.6% | +0.2% | +174.4% | +171.6% |
| 3Y | +615.9% | +42.6% | +573.3% | +488.5% |
| 5Y | +125.6% | +31.5% | +94.1% | +88.6% |
| All | +530.1% | +137.8% | +392.3% | +320.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling