+28.5%
CL vs SMTC
+112.1%
-83.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.2% |
| 7D | -2.4% | +17.5% | -20.0% | -2.1% |
| 30D | -4.8% | +21.3% | -26.1% | -4.3% |
| 3M | -1.7% | +3.1% | -4.9% | -1.3% |
| 6M | -3.8% | +81.7% | -85.5% | -2.8% |
| YTD | +13.3% | +115.9% | -102.7% | +14.8% |
| 1Y | +8.3% | +157.8% | -149.5% | +10.0% |
| 3Y | +28.8% | +557.3% | -528.5% | +29.9% |
| 5Y | +28.5% | +114.7% | -86.1% | +29.8% |
| All | +28.5% | +112.1% | -83.6% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling