+421.5%
CARR vs SMTC
+452.5%
-31.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.6% | +0.5% |
| 7D | -3.8% | +13.1% | -16.9% | -6.1% |
| 30D | -8.9% | +19.5% | -28.4% | -12.6% |
| 3M | -17.3% | +2.2% | -19.6% | -19.3% |
| 6M | -1.4% | +94.9% | -96.3% | -16.2% |
| YTD | +10.0% | +127.0% | -117.0% | -9.7% |
| 1Y | -6.4% | +174.6% | -180.9% | -26.6% |
| 3Y | +1.5% | +615.9% | -614.4% | -43.0% |
| 5Y | +9.3% | +125.6% | -116.3% | -20.2% |
| All | +421.5% | +452.5% | -31.0% | +279.8% |
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