+3,631.0%
ALL vs SMTC
+43,740.0%
-40,109.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.8% | -13.2% | -1.5% |
| 7D | -3.9% | -4.8% | +1.0% | -3.9% |
| 30D | +10.6% | -37.8% | +48.4% | +14.3% |
| 3M | -4.6% | -16.5% | +11.9% | -4.7% |
| 6M | +20.2% | -4.4% | +24.6% | +16.8% |
| YTD | +23.7% | +58.0% | -34.3% | +13.5% |
| 1Y | +27.9% | +62.0% | -34.1% | +16.8% |
| 3Y | +109.2% | +745.7% | -636.5% | +51.7% |
| 5Y | +148.0% | +29.0% | +119.0% | +113.4% |
| 10Y | +363.8% | +351.4% | +12.4% | +240.5% |
| All | +3,631.0% | +43,740.0% | -40,109.0% | +2,075.8% |
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