+287.5%
CAH vs SMTC
+548.2%
-260.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.0% |
| 7D | -5.1% | +13.1% | -18.2% | -6.2% |
| 30D | +0.2% | +19.5% | -19.3% | -1.7% |
| 3M | +6.3% | +2.2% | +4.1% | +5.0% |
| 6M | +9.4% | +94.9% | -85.5% | +0.4% |
| YTD | +15.0% | +127.0% | -112.0% | +3.6% |
| 1Y | +55.4% | +174.6% | -119.1% | +36.6% |
| 3Y | +173.8% | +615.9% | -442.1% | +95.1% |
| 5Y | +395.2% | +125.6% | +269.6% | +323.6% |
| All | +287.5% | +548.2% | -260.7% | +150.9% |
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 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