+5.4%
B vs SMTC
+63.0%
-57.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | 0.0% |
| 7D | -7.3% | +11.0% | -18.3% | -8.9% |
| 30D | -3.3% | -28.5% | +25.2% | +1.3% |
| 3M | -7.8% | -14.2% | +6.5% | -8.2% |
| 6M | -15.5% | -18.0% | +2.4% | -17.0% |
| YTD | -12.3% | +55.5% | -67.8% | -26.4% |
| 1Y | +5.4% | +69.5% | -64.2% | -13.9% |
| All | +5.4% | +63.0% | -57.7% | -13.9% |
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