+176.0%
SMTC vs DUOL
+1.6%
+174.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.3% |
| 7D | +13.1% | -7.0% | +20.1% | +14.3% |
| 30D | +19.5% | +6.7% | +12.7% | +16.8% |
| 3M | +2.2% | +16.0% | -13.8% | -3.4% |
| 6M | +94.9% | +45.4% | +49.5% | +73.3% |
| YTD | +127.0% | -18.1% | +145.1% | +127.5% |
| 1Y | +174.6% | -53.6% | +228.1% | +208.5% |
| 3Y | +615.9% | -11.0% | +626.9% | +568.5% |
| 5Y | +125.6% | -17.1% | +142.7% | +89.8% |
| All | +176.0% | +1.6% | +174.4% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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