+7.6%
CL vs SMTC
+166.5%
-158.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.0% | -10.4% | +0.3% |
| 7D | -1.4% | +22.9% | -24.3% | +0.1% |
| 30D | -5.2% | +16.6% | -21.9% | -3.9% |
| 3M | +3.3% | +2.4% | +0.9% | +4.6% |
| 6M | -4.4% | +98.3% | -102.6% | -0.7% |
| YTD | +13.9% | +120.7% | -106.8% | +20.1% |
| 1Y | +7.6% | +168.3% | -160.6% | +15.8% |
| All | +7.6% | +166.5% | -158.8% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling