-66.6%
CHTR vs SMTC
+579.3%
-645.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +3.5% |
| 7D | -4.1% | +13.1% | -17.2% | -4.7% |
| 30D | -3.0% | +19.5% | -22.4% | -4.1% |
| 3M | +4.8% | +2.2% | +2.5% | +4.2% |
| 6M | -35.0% | +94.9% | -129.9% | -39.4% |
| YTD | -30.2% | +127.0% | -157.1% | -35.9% |
| 1Y | -44.8% | +174.6% | -219.3% | -50.4% |
| 3Y | -66.6% | +615.9% | -682.5% | -76.4% |
| All | -66.6% | +579.3% | -645.8% | -76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling