+7,803.6%
CI vs SMTC
+43,936.3%
-36,132.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.7% | -15.4% | -3.4% |
| 7D | -1.6% | -19.0% | +17.4% | -0.5% |
| 30D | +5.4% | -46.7% | +52.2% | +8.9% |
| 3M | +7.3% | -23.4% | +30.7% | +7.8% |
| 6M | +5.3% | -13.4% | +18.7% | +4.1% |
| YTD | +8.5% | +40.1% | -31.6% | +3.5% |
| 1Y | +17.1% | +47.7% | -30.6% | +11.1% |
| 3Y | +1.4% | +606.9% | -605.5% | -17.2% |
| 5Y | +50.5% | +14.4% | +36.1% | +37.2% |
| 10Y | +168.5% | +322.5% | -153.9% | +121.1% |
| All | +7,803.6% | +43,936.3% | -36,132.7% | +5,488.5% |
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 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