+15,232.8%
CAH vs SMTC
+62,999.7%
-47,766.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.2% | -9.8% | -1.1% |
| 7D | +5.4% | +12.7% | -7.4% | +4.6% |
| 30D | +3.3% | +22.0% | -18.6% | +1.9% |
| 3M | +22.8% | -12.7% | +35.5% | +22.8% |
| 6M | +11.3% | +64.8% | -53.5% | +6.5% |
| YTD | +21.1% | +100.7% | -79.6% | +14.5% |
| 1Y | +67.2% | +146.9% | -79.7% | +55.6% |
| 3Y | +195.6% | +456.8% | -261.2% | +151.8% |
| 5Y | +413.8% | +89.2% | +324.6% | +362.2% |
| 10Y | +309.6% | +426.9% | -117.3% | +241.3% |
| All | +15,232.8% | +62,999.7% | -47,766.9% | +11,394.5% |
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