+76.3%
CL vs SMTC
+365.8%
-289.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.8% | -11.4% | +1.3% |
| 7D | +0.5% | -4.8% | +5.4% | +0.5% |
| 30D | +11.6% | -37.8% | +49.4% | +12.4% |
| 3M | +5.6% | -16.5% | +22.1% | +5.5% |
| 6M | +13.2% | -4.4% | +17.6% | +11.9% |
| YTD | +26.9% | +58.0% | -31.1% | +22.9% |
| 1Y | +27.3% | +62.0% | -34.7% | +23.1% |
| 3Y | +39.7% | +745.7% | -706.0% | +16.4% |
| 5Y | +41.3% | +29.0% | +12.3% | +38.0% |
| 10Y | +76.3% | +351.4% | -275.1% | +38.1% |
| All | +76.3% | +365.8% | -289.5% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling