+114.8%
ALL vs SMTC
+110.0%
+4.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.0% | -12.3% | -2.5% |
| 7D | -1.7% | +22.9% | -24.7% | -2.1% |
| 30D | -4.7% | +16.6% | -21.3% | -5.0% |
| 3M | +18.4% | +2.4% | +16.0% | +18.2% |
| 6M | +20.5% | +98.3% | -77.8% | +16.8% |
| YTD | +23.5% | +120.7% | -97.1% | +19.0% |
| 1Y | +29.0% | +168.3% | -139.3% | +22.9% |
| 3Y | +153.7% | +571.7% | -418.0% | +120.5% |
| 5Y | +114.8% | +114.0% | +0.8% | +96.6% |
| All | +114.8% | +110.0% | +4.7% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling