+282.5%
CHTR vs SMTC
+852.0%
-569.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.8% | -8.9% | -8.2% |
| 7D | -15.8% | +22.5% | -38.3% | -18.4% |
| 30D | -12.7% | +24.9% | -37.5% | -16.4% |
| 3M | -1.1% | +4.1% | -5.2% | -4.0% |
| 6M | -39.9% | +92.6% | -132.5% | -48.4% |
| YTD | -35.9% | +122.5% | -158.3% | -46.6% |
| 1Y | -49.2% | +166.2% | -215.4% | -59.4% |
| 3Y | -68.3% | +577.2% | -645.5% | -81.6% |
| 5Y | -83.0% | +119.0% | -201.9% | -87.8% |
| 10Y | -49.3% | +527.9% | -577.2% | -74.2% |
| All | +282.5% | +852.0% | -569.5% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling