+803.7%
B vs SMTC
+62,999.7%
-62,196.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.2% | -11.4% | -2.5% |
| 7D | -1.6% | +12.7% | -14.3% | -1.9% |
| 30D | +9.4% | +22.0% | -12.5% | +8.7% |
| 3M | +5.0% | -12.7% | +17.7% | +5.1% |
| 6M | -3.5% | +64.8% | -68.3% | -5.0% |
| YTD | +4.5% | +100.7% | -96.2% | +2.4% |
| 1Y | +67.8% | +146.9% | -79.1% | +63.7% |
| 3Y | +196.7% | +456.8% | -260.1% | +182.0% |
| 5Y | +151.9% | +89.2% | +62.7% | +142.4% |
| 10Y | +202.2% | +426.9% | -224.7% | +185.4% |
| All | +803.7% | +62,999.7% | -62,196.0% | +878.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling