+168.3%
SMTC vs DUOL
+3.5%
+164.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.2% | +15.2% | +10.9% |
| 7D | +22.9% | -7.8% | +30.7% | +24.5% |
| 30D | +16.6% | +11.8% | +4.8% | +13.0% |
| 3M | +2.4% | +24.1% | -21.7% | -4.5% |
| 6M | +98.3% | +43.6% | +54.6% | +76.9% |
| YTD | +120.7% | -16.6% | +137.3% | +120.7% |
| 1Y | +168.3% | -46.0% | +214.3% | +190.4% |
| 3Y | +571.7% | -6.5% | +578.2% | +521.7% |
| 5Y | +114.0% | -7.4% | +121.4% | +76.6% |
| All | +168.3% | +3.5% | +164.8% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling