+3,716.0%
ALL vs SMTC
+55,576.2%
-51,860.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.6% | -2.2% |
| 7D | 0.0% | +12.7% | -12.7% | -1.1% |
| 30D | -1.5% | +22.0% | -23.5% | -3.7% |
| 3M | +23.6% | -12.7% | +36.3% | +23.3% |
| 6M | +22.3% | +64.8% | -42.4% | +13.8% |
| YTD | +26.5% | +100.7% | -74.2% | +15.2% |
| 1Y | +27.0% | +146.9% | -119.9% | +12.6% |
| 3Y | +149.6% | +456.8% | -307.2% | +91.3% |
| 5Y | +118.1% | +89.2% | +28.8% | +83.0% |
| 10Y | +369.0% | +426.9% | -57.9% | +244.0% |
| All | +3,716.0% | +55,576.2% | -51,860.3% | +2,106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling