+97.6%
AGG vs SMTC
+761.9%
-664.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -0.2% | +22.5% | -22.6% | -0.1% |
| 30D | -0.2% | +24.9% | -25.1% | -0.2% |
| 3M | -0.7% | +4.1% | -4.8% | -0.7% |
| 6M | -1.8% | +92.6% | -94.3% | -1.6% |
| YTD | -0.6% | +122.5% | -123.1% | -0.3% |
| 1Y | +0.4% | +166.2% | -165.9% | +0.7% |
| 3Y | +13.2% | +577.2% | -564.0% | +14.3% |
| 5Y | -2.0% | +119.0% | -120.9% | -2.0% |
| 10Y | +15.1% | +527.9% | -512.8% | +17.9% |
| All | +97.6% | +761.9% | -664.3% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling