+74.7%
CART vs SMTC
+400.5%
-325.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.3% | -9.7% | 0.0% |
| 7D | -0.6% | +12.9% | -13.4% | -1.6% |
| 30D | +23.1% | -25.6% | +48.7% | +24.9% |
| 3M | +19.2% | -4.5% | +23.7% | +17.8% |
| 6M | +45.7% | -8.3% | +54.0% | +42.9% |
| YTD | +30.9% | +69.9% | -39.0% | +18.9% |
| 1Y | +50.2% | +73.9% | -23.7% | +35.7% |
| 3Y | +133.5% | +757.7% | -624.2% | +42.2% |
| All | +74.7% | +400.5% | -325.8% | +13.1% |
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