+138.0%
B vs SMTC
+13.5%
+124.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.7% | -12.2% | -0.7% |
| 7D | +9.6% | -19.0% | +28.6% | +11.3% |
| 30D | +3.5% | -46.7% | +50.3% | +9.4% |
| 3M | -1.6% | -23.4% | +21.8% | -0.3% |
| 6M | -1.7% | -13.4% | +11.7% | -2.2% |
| YTD | -5.3% | +40.1% | -45.4% | -9.9% |
| 1Y | +27.2% | +47.7% | -20.5% | +20.4% |
| 3Y | +166.1% | +606.9% | -440.8% | +114.0% |
| All | +138.0% | +13.5% | +124.5% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling