+141.0%
CI vs SMTC
+504.7%
-363.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -1.1% | +22.5% | -23.6% | -2.9% |
| 30D | +0.5% | +24.9% | -24.4% | -1.9% |
| 3M | -5.2% | +4.1% | -9.3% | -6.6% |
| 6M | +4.3% | +92.6% | -88.2% | -4.2% |
| YTD | +2.8% | +122.5% | -119.7% | -7.2% |
| 1Y | -5.8% | +166.2% | -172.0% | -17.0% |
| 3Y | +4.7% | +577.2% | -572.4% | -26.9% |
| 5Y | +42.7% | +119.0% | -76.3% | +21.6% |
| 10Y | +141.0% | +527.9% | -386.9% | +41.2% |
| All | +141.0% | +504.7% | -363.8% | +41.2% |
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