+72.5%
CART vs SMTC
+312.5%
-240.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.7% | -12.2% | -0.3% |
| 7D | +3.0% | -19.0% | +21.9% | +4.2% |
| 30D | +28.6% | -46.7% | +75.3% | +33.4% |
| 3M | +29.1% | -23.4% | +52.5% | +29.7% |
| 6M | +44.7% | -13.4% | +58.1% | +41.8% |
| YTD | +29.2% | +40.1% | -10.8% | +19.0% |
| 1Y | +66.2% | +47.7% | +18.5% | +51.6% |
| 3Y | +112.8% | +606.9% | -494.1% | +31.4% |
| All | +72.5% | +312.5% | -240.0% | +13.2% |
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