+615.9%
SMTC vs DTE
+43.4%
+572.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.4% |
| 7D | +13.1% | -2.6% | +15.7% | +13.9% |
| 30D | +19.5% | -4.4% | +23.9% | +20.9% |
| 3M | +2.2% | -8.3% | +10.6% | +3.9% |
| 6M | +94.9% | -8.1% | +103.0% | +97.7% |
| YTD | +127.0% | +4.4% | +122.5% | +121.0% |
| 1Y | +174.6% | +0.2% | +174.4% | +170.9% |
| 3Y | +615.9% | +42.6% | +573.3% | +452.2% |
| All | +615.9% | +43.4% | +572.5% | +452.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling