+639.7%
CEG vs SMTC
+105.9%
+533.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.0% | -9.9% | -2.1% |
| 7D | +6.7% | +22.9% | -16.3% | +1.9% |
| 30D | +11.0% | +16.6% | -5.7% | +6.5% |
| 3M | +19.5% | +2.4% | +17.1% | +16.2% |
| 6M | -5.9% | +98.3% | -104.1% | -22.5% |
| YTD | -15.0% | +120.7% | -135.7% | -31.9% |
| 1Y | +0.6% | +168.3% | -167.6% | -23.2% |
| 3Y | +180.6% | +571.7% | -391.1% | +75.3% |
| All | +639.7% | +105.9% | +533.8% | +424.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling