+4,976.9%
SMTC vs DVA
+5,081.6%
-104.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.1% | +12.1% | +10.3% |
| 7D | +22.9% | +2.2% | +20.7% | +22.5% |
| 30D | +16.6% | -2.0% | +18.7% | +17.0% |
| 3M | +2.4% | -6.3% | +8.7% | +3.0% |
| 6M | +98.3% | +19.4% | +78.8% | +90.3% |
| YTD | +120.7% | +58.5% | +62.2% | +100.2% |
| 1Y | +168.3% | +33.9% | +134.4% | +150.4% |
| 3Y | +571.7% | +88.4% | +483.3% | +482.4% |
| 5Y | +114.0% | +39.5% | +74.5% | +91.1% |
| 10Y | +497.0% | +179.5% | +317.5% | +366.2% |
| All | +4,976.9% | +5,081.6% | -104.7% | +2,428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling