+530.1%
SMTC vs DVA
+187.8%
+342.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +13.1% | -1.3% | +14.4% | +13.4% |
| 30D | +19.5% | 0.0% | +19.4% | +19.3% |
| 3M | +2.2% | -10.9% | +13.2% | +4.2% |
| 6M | +94.9% | +17.3% | +77.6% | +84.0% |
| YTD | +127.0% | +59.8% | +67.1% | +95.4% |
| 1Y | +174.6% | +36.3% | +138.3% | +146.5% |
| 3Y | +615.9% | +88.6% | +527.3% | +474.1% |
| 5Y | +125.6% | +47.5% | +78.1% | +88.7% |
| All | +530.1% | +187.8% | +342.3% | +325.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling