+3,733.8%
CELH vs SMTC
+548.2%
+3,185.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +0.9% |
| 7D | -11.2% | +13.1% | -24.3% | -14.2% |
| 30D | -1.4% | +19.5% | -20.9% | -7.3% |
| 3M | -4.2% | +2.2% | -6.4% | -9.3% |
| 6M | -40.5% | +94.9% | -135.3% | -55.3% |
| YTD | -40.5% | +127.0% | -167.4% | -57.9% |
| 1Y | -53.0% | +174.6% | -227.6% | -69.3% |
| 3Y | -59.1% | +615.9% | -675.0% | -86.0% |
| 5Y | -10.7% | +125.6% | -136.3% | -45.6% |
| All | +3,733.8% | +548.2% | +3,185.6% | +1,454.0% |
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