+166.1%
B vs SMTC
+597.8%
-431.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.7% | -12.2% | -0.7% |
| 7D | +9.6% | -19.0% | +28.6% | +11.4% |
| 30D | +3.5% | -46.7% | +50.3% | +9.9% |
| 3M | -1.6% | -23.4% | +21.8% | -0.2% |
| 6M | -1.7% | -13.4% | +11.7% | -2.2% |
| YTD | -5.3% | +40.1% | -45.4% | -10.1% |
| 1Y | +27.2% | +47.7% | -20.5% | +20.2% |
| 3Y | +166.1% | +606.9% | -440.8% | +109.8% |
| All | +166.1% | +597.8% | -431.7% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling