+89.1%
SMTC vs DUOL
+16.9%
+72.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.0% | -9.1% | -4.8% |
| 7D | +11.0% | +3.0% | +8.0% | +10.5% |
| 30D | -28.5% | +18.3% | -46.8% | -31.0% |
| 3M | -14.2% | +14.7% | -28.9% | -17.8% |
| 6M | -18.0% | +57.5% | -75.5% | -28.3% |
| YTD | +55.5% | -5.8% | +61.3% | +50.6% |
| 1Y | +69.5% | -11.4% | +80.9% | +66.4% |
| 3Y | +699.7% | -22.5% | +722.2% | +666.5% |
| 5Y | +27.4% | +6.6% | +20.8% | +2.6% |
| All | +89.1% | +16.9% | +72.2% | +46.9% |
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