-37.7%
CAG vs SMTC
+548.2%
-585.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -0.8% |
| 7D | -5.7% | +13.1% | -18.8% | -5.9% |
| 30D | -2.4% | +19.5% | -21.9% | -2.7% |
| 3M | +9.8% | +2.2% | +7.5% | +9.6% |
| 6M | -10.8% | +94.9% | -105.7% | -13.0% |
| YTD | -10.8% | +127.0% | -137.8% | -13.5% |
| 1Y | -19.0% | +174.6% | -193.5% | -22.1% |
| 3Y | -39.7% | +615.9% | -655.6% | -46.9% |
| 5Y | -43.0% | +125.6% | -168.6% | -46.5% |
| All | -37.7% | +548.2% | -585.9% | -48.8% |
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