+107.5%
ALL vs SMTC
+597.8%
-490.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +12.7% | -17.2% | -4.2% |
| 7D | -1.9% | -19.0% | +17.0% | -2.2% |
| 30D | +13.8% | -46.7% | +60.5% | +12.9% |
| 3M | -7.0% | -23.4% | +16.4% | -7.3% |
| 6M | +18.0% | -13.4% | +31.4% | +17.1% |
| YTD | +24.2% | +40.1% | -15.9% | +21.9% |
| 1Y | +31.2% | +47.7% | -16.5% | +28.5% |
| 3Y | +107.5% | +606.9% | -499.4% | +93.7% |
| All | +107.5% | +597.8% | -490.3% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling