+114.7%
SMTC vs DVA
+40.8%
+73.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.9% |
| 3M | +3.1% | -8.7% | +11.8% | +4.0% |
| 6M | +81.7% | +19.7% | +62.0% | +74.0% |
| YTD | +115.9% | +59.6% | +56.3% | +95.0% |
| 1Y | +157.8% | +37.1% | +120.7% | +139.5% |
| 3Y | +557.3% | +89.8% | +467.5% | +479.2% |
| 5Y | +114.7% | +47.4% | +67.3% | +94.1% |
| All | +114.7% | +40.8% | +73.8% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling