+7,857.7%
CI vs SMTC
+49,585.3%
-41,727.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.8% | -12.1% | -0.1% |
| 7D | +0.1% | -4.8% | +5.0% | +0.1% |
| 30D | +4.7% | -37.8% | +42.5% | +7.1% |
| 3M | +5.2% | -16.5% | +21.7% | +5.2% |
| 6M | +3.8% | -4.4% | +8.2% | +2.0% |
| YTD | +9.2% | +58.0% | -48.8% | +3.4% |
| 1Y | +14.3% | +62.0% | -47.7% | +7.8% |
| 3Y | +8.4% | +745.7% | -737.2% | -12.5% |
| 5Y | +50.0% | +29.0% | +21.0% | +35.8% |
| 10Y | +142.2% | +351.4% | -209.2% | +98.5% |
| All | +7,857.7% | +49,585.3% | -41,727.6% | +5,483.5% |
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