+67.8%
B vs SMTC
+154.8%
-87.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.2% | -11.4% | -4.0% |
| 7D | -1.6% | +12.7% | -14.3% | -4.0% |
| 30D | +9.4% | +22.0% | -12.5% | +4.1% |
| 3M | +5.0% | -12.7% | +17.7% | +6.3% |
| 6M | -3.5% | +64.8% | -68.3% | -16.9% |
| YTD | +4.5% | +100.7% | -96.2% | -13.5% |
| 1Y | +67.8% | +146.9% | -79.1% | +36.5% |
| All | +67.8% | +154.8% | -87.0% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling