+216.9%
B vs SMTC
+351.6%
-134.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | -2.7% |
| 7D | -6.2% | +30.5% | -36.7% | -8.4% |
| 30D | -6.6% | -30.9% | +24.3% | -4.1% |
| 3M | -7.9% | -14.7% | +6.8% | -7.7% |
| 6M | -16.8% | -9.6% | -7.2% | -17.6% |
| YTD | -11.7% | +62.1% | -73.8% | -16.6% |
| 1Y | +3.5% | +66.6% | -63.1% | -2.6% |
| 3Y | +165.7% | +718.1% | -552.4% | +116.3% |
| 5Y | +108.4% | +32.8% | +75.6% | +85.5% |
| All | +216.9% | +351.6% | -134.6% | +136.8% |
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 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