+216.0%
C vs SMTC
+698.5%
-482.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.0% | +0.5% |
| 7D | +4.2% | +11.0% | -6.9% | +2.6% |
| 30D | +2.0% | -28.5% | +30.5% | +5.5% |
| 3M | -10.1% | -14.2% | +4.1% | -10.4% |
| 6M | +1.0% | -18.0% | +19.0% | -0.2% |
| YTD | +8.5% | +55.5% | -47.0% | -3.8% |
| 1Y | +25.7% | +69.5% | -43.8% | +9.8% |
| 3Y | +216.0% | +699.7% | -483.7% | +113.9% |
| All | +216.0% | +698.5% | -482.5% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling