+581.2%
SMTC vs DVA
+89.4%
+491.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | +17.5% | -0.2% | +17.7% | +17.5% |
| 30D | +21.3% | +1.7% | +19.6% | +21.0% |
| 3M | +3.1% | -8.7% | +11.8% | +3.8% |
| 6M | +81.7% | +19.7% | +62.0% | +73.9% |
| YTD | +115.9% | +59.6% | +56.3% | +94.8% |
| 1Y | +157.8% | +37.1% | +120.7% | +140.1% |
| All | +581.2% | +89.4% | +491.8% | +553.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling