+71.5%
CART vs SMTC
+265.9%
-194.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -17.5% | +15.1% | -1.2% |
| 7D | +1.2% | -35.0% | +36.2% | +3.9% |
| 30D | +27.1% | -53.6% | +80.7% | +33.2% |
| 3M | +27.4% | -24.5% | +51.9% | +27.9% |
| 6M | +32.1% | -19.0% | +51.1% | +29.7% |
| YTD | +28.5% | +24.2% | +4.3% | +19.3% |
| 1Y | +58.8% | +35.6% | +23.2% | +45.5% |
| 3Y | +114.8% | +521.9% | -407.1% | +33.9% |
| All | +71.5% | +265.9% | -194.4% | +13.5% |
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