+42.5%
CI vs SMTC
+91.8%
-49.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -1.4% |
| 7D | +1.3% | +12.7% | -11.4% | +1.2% |
| 30D | +4.4% | +22.0% | -17.5% | +4.1% |
| 3M | +0.7% | -12.7% | +13.3% | +0.8% |
| 6M | +0.3% | +64.8% | -64.4% | -0.9% |
| YTD | +3.8% | +100.7% | -96.9% | +2.3% |
| 1Y | -5.5% | +146.9% | -152.4% | -7.1% |
| 3Y | +8.1% | +456.8% | -448.7% | +0.1% |
| All | +42.5% | +91.8% | -49.3% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling