+3,646.0%
ALL vs SMTC
+38,755.5%
-35,109.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +12.7% | -17.2% | -5.6% |
| 7D | -1.9% | -19.0% | +17.0% | -0.5% |
| 30D | +13.8% | -46.7% | +60.5% | +19.3% |
| 3M | -7.0% | -23.4% | +16.4% | -6.4% |
| 6M | +18.0% | -13.4% | +31.4% | +15.8% |
| YTD | +24.2% | +40.1% | -15.9% | +15.3% |
| 1Y | +31.2% | +47.7% | -16.5% | +20.8% |
| 3Y | +107.5% | +606.9% | -499.4% | +53.1% |
| 5Y | +144.8% | +14.4% | +130.4% | +113.0% |
| 10Y | +375.8% | +322.5% | +53.3% | +251.4% |
| All | +3,646.0% | +38,755.5% | -35,109.5% | +2,109.3% |
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