+208.8%
C vs SMTC
+334.8%
-126.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.8% |
| 7D | -0.4% | -10.9% | +10.6% | +1.3% |
| 30D | -5.2% | -39.4% | +34.2% | +4.2% |
| 3M | -9.1% | -13.5% | +4.5% | -9.7% |
| 6M | -1.6% | -6.8% | +5.3% | -6.9% |
| YTD | +6.9% | +54.0% | -47.1% | -12.5% |
| 1Y | +23.0% | +50.8% | -27.8% | +0.7% |
| 3Y | +216.1% | +677.3% | -461.2% | +35.6% |
| 5Y | +112.2% | +28.7% | +83.5% | +59.0% |
| 10Y | +208.8% | +339.9% | -131.1% | +57.1% |
| All | +208.8% | +334.8% | -126.0% | +57.1% |
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 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