+150.3%
CI vs SMTC
+334.8%
-184.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.1% | +2.7% |
| 7D | +2.6% | -10.9% | +13.5% | +3.1% |
| 30D | +7.3% | -39.4% | +46.7% | +10.7% |
| 3M | +9.5% | -13.5% | +23.0% | +8.8% |
| 6M | +6.4% | -6.8% | +13.3% | +3.7% |
| YTD | +12.0% | +54.0% | -42.0% | +3.1% |
| 1Y | +20.1% | +50.8% | -30.7% | +10.5% |
| 3Y | +9.6% | +677.3% | -667.8% | -27.9% |
| 5Y | +52.7% | +28.7% | +24.0% | +39.0% |
| 10Y | +150.3% | +339.9% | -189.6% | +65.5% |
| All | +150.3% | +334.8% | -184.6% | +65.5% |
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