+114.7%
SMTC vs DTE
+31.2%
+83.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.7% | -2.6% |
| 7D | +17.5% | -2.0% | +19.5% | +18.2% |
| 30D | +21.3% | -2.4% | +23.7% | +22.3% |
| 3M | +3.1% | -7.3% | +10.4% | +4.9% |
| 6M | +81.7% | -7.6% | +89.3% | +84.8% |
| YTD | +115.9% | +5.8% | +110.1% | +110.5% |
| 1Y | +157.8% | +2.3% | +155.5% | +153.8% |
| 3Y | +557.3% | +45.0% | +512.3% | +465.7% |
| 5Y | +114.7% | +33.2% | +81.5% | +87.9% |
| All | +114.7% | +31.2% | +83.4% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling