+16.4%
B vs SMTC
+53.1%
-36.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.5% | -3.6% | -5.7% |
| 7D | +7.1% | -10.9% | +18.1% | +8.3% |
| 30D | -3.3% | -39.4% | +36.1% | +4.4% |
| 3M | -2.5% | -13.5% | +11.0% | -3.1% |
| 6M | -7.2% | -6.8% | -0.4% | -11.7% |
| YTD | -7.4% | +54.0% | -61.4% | -21.5% |
| 1Y | +16.4% | +50.8% | -34.3% | -1.2% |
| All | +16.4% | +53.1% | -36.7% | -1.2% |
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