+207.2%
C vs SMTC
+351.6%
-144.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.9% |
| 7D | +4.7% | +30.5% | -25.7% | -1.7% |
| 30D | +0.2% | -30.9% | +31.0% | +6.9% |
| 3M | -9.3% | -14.7% | +5.4% | -9.6% |
| 6M | -0.8% | -9.6% | +8.7% | -5.3% |
| YTD | +8.5% | +62.1% | -53.6% | -12.3% |
| 1Y | +23.1% | +66.6% | -43.5% | -1.7% |
| 3Y | +220.8% | +718.1% | -497.3% | +35.7% |
| 5Y | +112.4% | +32.8% | +79.6% | +58.3% |
| All | +207.2% | +351.6% | -144.4% | +48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling