+29.2%
ALL vs SMTC
+63.0%
-33.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.4% | 0.0% |
| 7D | +5.0% | +11.0% | -6.0% | +6.2% |
| 30D | +13.3% | -28.5% | +41.8% | +11.1% |
| 3M | +3.2% | -14.2% | +17.4% | +3.3% |
| 6M | +25.3% | -18.0% | +43.3% | +25.3% |
| YTD | +30.5% | +55.5% | -25.1% | +31.3% |
| 1Y | +29.2% | +69.5% | -40.3% | +31.2% |
| All | +29.2% | +63.0% | -33.8% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling