+7,463.6%
CI vs SMTC
+62,999.7%
-55,536.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -1.9% |
| 7D | +1.3% | +12.7% | -11.4% | +0.5% |
| 30D | +4.4% | +22.0% | -17.5% | +2.8% |
| 3M | +0.7% | -12.7% | +13.3% | +0.7% |
| 6M | +0.3% | +64.8% | -64.4% | -4.2% |
| YTD | +3.8% | +100.7% | -96.9% | -2.3% |
| 1Y | -5.5% | +146.9% | -152.4% | -12.5% |
| 3Y | +8.1% | +456.8% | -448.7% | -9.5% |
| 5Y | +42.8% | +89.2% | -46.4% | +27.1% |
| 10Y | +143.9% | +426.9% | -283.0% | +99.6% |
| All | +7,463.6% | +62,999.7% | -55,536.2% | +5,176.6% |
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