-31.9%
CEG vs SMTC
+70.8%
-102.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -12.9% | +6.2% | -3.9% |
| 7D | -4.8% | -24.5% | +19.7% | +1.0% |
| 30D | -8.2% | -42.5% | +34.3% | +2.7% |
| 3M | -7.9% | -14.1% | +6.2% | -6.4% |
| 6M | -23.2% | +3.6% | -26.8% | -28.3% |
| YTD | -30.1% | +50.6% | -80.7% | -44.7% |
| 1Y | -31.9% | +72.2% | -104.1% | -49.2% |
| All | -31.9% | +70.8% | -102.7% | -49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling