+518.2%
CEG vs SMTC
+30.7%
+487.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.7% | -8.5% | +1.5% |
| 7D | -4.7% | -19.0% | +14.2% | -0.8% |
| 30D | -16.6% | -46.7% | +30.2% | -5.4% |
| 3M | -4.1% | -23.4% | +19.3% | -0.6% |
| 6M | -22.3% | -13.4% | -8.9% | -23.4% |
| YTD | -28.9% | +40.1% | -69.0% | -38.1% |
| 1Y | -28.5% | +47.7% | -76.1% | -38.4% |
| 3Y | +104.3% | +606.9% | -502.6% | +29.8% |
| All | +518.2% | +30.7% | +487.6% | +377.3% |
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