-3.5%
B vs SMTC
+56.1%
-59.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.2% | -11.4% | -3.9% |
| 7D | -1.6% | +12.7% | -14.3% | -3.9% |
| 30D | +9.4% | +22.0% | -12.5% | +4.2% |
| 3M | +5.0% | -12.7% | +17.7% | +6.6% |
| 6M | -3.5% | +64.8% | -68.3% | -17.3% |
| All | -3.5% | +56.1% | -59.6% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling