+14.1%
AGG vs SMTC
+548.2%
-534.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -0.1% |
| 7D | -1.1% | +13.1% | -14.1% | -1.1% |
| 30D | -1.1% | +19.5% | -20.6% | -1.3% |
| 3M | -1.9% | +2.2% | -4.2% | -2.0% |
| 6M | -1.7% | +94.9% | -96.6% | -2.3% |
| YTD | -1.3% | +127.0% | -128.3% | -2.0% |
| 1Y | -0.7% | +174.6% | -175.3% | -1.6% |
| 3Y | +12.5% | +615.9% | -603.4% | +10.3% |
| 5Y | -2.5% | +125.6% | -128.1% | -4.5% |
| All | +14.1% | +548.2% | -534.1% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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