+371.6%
ALL vs SMTC
+333.2%
+38.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.4% | +0.6% |
| 7D | +5.0% | +11.0% | -6.0% | +4.2% |
| 30D | +13.3% | -28.5% | +41.8% | +15.4% |
| 3M | +3.2% | -14.2% | +17.4% | +2.8% |
| 6M | +25.3% | -18.0% | +43.3% | +23.5% |
| YTD | +30.5% | +55.5% | -25.1% | +19.0% |
| 1Y | +29.2% | +69.5% | -40.3% | +16.5% |
| 3Y | +119.1% | +699.7% | -580.5% | +44.0% |
| 5Y | +162.6% | +27.4% | +135.2% | +134.2% |
| All | +371.6% | +333.2% | +38.4% | +229.4% |
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