+398.3%
CAH vs SMTC
+112.1%
+286.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.3% | -1.6% |
| 7D | -5.1% | +17.5% | -22.6% | -5.4% |
| 30D | -1.8% | +21.3% | -23.1% | -2.2% |
| 3M | +9.4% | +3.1% | +6.2% | +9.1% |
| 6M | +9.2% | +81.7% | -72.5% | +6.9% |
| YTD | +15.7% | +115.9% | -100.3% | +12.7% |
| 1Y | +59.7% | +157.8% | -98.1% | +54.7% |
| 3Y | +178.5% | +557.3% | -378.8% | +156.8% |
| 5Y | +398.3% | +114.7% | +283.6% | +383.3% |
| All | +398.3% | +112.1% | +286.1% | +383.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling