+193.4%
B vs SMTC
+493.3%
-299.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.0% | -11.4% | -2.3% |
| 7D | +2.3% | +22.9% | -20.6% | +0.3% |
| 30D | +1.4% | +16.6% | -15.3% | -0.4% |
| 3M | +12.2% | +2.4% | +9.8% | +10.9% |
| 6M | -2.1% | +98.3% | -100.4% | -8.6% |
| YTD | +2.9% | +120.7% | -117.7% | -4.7% |
| 1Y | +55.3% | +168.3% | -113.0% | +41.6% |
| 3Y | +198.7% | +571.7% | -373.0% | +145.0% |
| 5Y | +153.8% | +114.0% | +39.8% | +119.1% |
| 10Y | +193.4% | +497.0% | -303.6% | +130.7% |
| All | +193.4% | +493.3% | -299.9% | +130.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling