+51.5%
CART vs SMTC
+491.1%
-439.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -2.0% |
| 7D | +1.0% | +12.7% | -11.7% | +0.1% |
| 30D | +12.6% | +22.0% | -9.4% | +10.3% |
| 3M | +23.1% | -12.7% | +35.8% | +23.5% |
| 6M | +39.5% | +64.8% | -25.2% | +29.7% |
| YTD | +13.5% | +100.7% | -87.2% | +2.9% |
| 1Y | +14.9% | +146.9% | -132.0% | +1.0% |
| All | +51.5% | +491.1% | -439.5% | -2.1% |
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 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