+50.0%
CI vs SMTC
+28.0%
+22.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.8% | -12.1% | +0.7% |
| 7D | +0.1% | -4.8% | +5.0% | +0.2% |
| 30D | +4.7% | -37.8% | +42.5% | +4.8% |
| 3M | +5.2% | -16.5% | +21.7% | +5.0% |
| 6M | +3.8% | -4.4% | +8.2% | +3.2% |
| YTD | +9.2% | +58.0% | -48.8% | +7.6% |
| 1Y | +14.3% | +62.0% | -47.7% | +12.6% |
| 3Y | +8.4% | +745.7% | -737.2% | -2.6% |
| 5Y | +50.0% | +29.0% | +21.0% | +53.4% |
| All | +50.0% | +28.0% | +22.0% | +53.4% |
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 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