+146.9%
SMTC vs DVA
+35.1%
+111.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.3% | +7.9% | +9.1% |
| 7D | +12.7% | +1.8% | +10.9% | +12.6% |
| 30D | +22.0% | -2.5% | +24.5% | +22.1% |
| 3M | -12.7% | -4.3% | -8.4% | -12.8% |
| 6M | +64.8% | +18.9% | +45.9% | +60.4% |
| YTD | +100.7% | +61.9% | +38.7% | +89.8% |
| 1Y | +146.9% | +35.7% | +111.2% | +150.8% |
| All | +146.9% | +35.1% | +111.7% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling