+364.8%
ALL vs SMTC
+504.7%
-139.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -2.2% | +22.5% | -24.7% | -3.9% |
| 30D | -5.6% | +24.9% | -30.5% | -7.7% |
| 3M | +17.2% | +4.1% | +13.2% | +15.5% |
| 6M | +23.2% | +92.6% | -69.3% | +12.8% |
| YTD | +23.6% | +122.5% | -98.9% | +11.0% |
| 1Y | +29.2% | +166.2% | -137.1% | +12.9% |
| 3Y | +153.8% | +577.2% | -423.3% | +78.1% |
| 5Y | +116.1% | +119.0% | -2.9% | +81.2% |
| 10Y | +364.8% | +527.9% | -163.1% | +206.7% |
| All | +364.8% | +504.7% | -139.9% | +206.7% |
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