+562.3%
CEG vs SMTC
+43.7%
+518.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.5% |
| 7D | +1.7% | -10.9% | +12.6% | +3.8% |
| 30D | -10.2% | -39.4% | +29.2% | -0.9% |
| 3M | -0.8% | -13.5% | +12.7% | +0.2% |
| 6M | -11.5% | -6.8% | -4.7% | -14.1% |
| YTD | -23.9% | +54.0% | -77.9% | -35.0% |
| 1Y | -25.4% | +50.8% | -76.2% | -36.0% |
| 3Y | +124.2% | +677.3% | -553.2% | +39.6% |
| All | +562.3% | +43.7% | +518.6% | +401.0% |
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