+591.8%
CAG vs SMTC
+69,284.5%
-68,692.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.0% | -11.4% | -1.6% |
| 7D | -5.3% | +22.9% | -28.2% | -5.7% |
| 30D | +1.0% | +16.6% | -15.6% | +0.5% |
| 3M | +17.4% | +2.4% | +15.0% | +16.9% |
| 6M | -16.8% | +98.3% | -115.1% | -18.7% |
| YTD | -6.8% | +120.7% | -127.5% | -9.3% |
| 1Y | -15.4% | +168.3% | -183.6% | -18.2% |
| 3Y | -37.1% | +571.7% | -608.8% | -41.8% |
| 5Y | -41.3% | +114.0% | -155.3% | -44.2% |
| 10Y | -35.5% | +497.0% | -532.5% | -41.0% |
| All | +591.8% | +69,284.5% | -68,692.7% | +416.2% |
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