+5,315.6%
CL vs SMTC
+43,936.3%
-38,620.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.7% | -14.9% | -2.5% |
| 7D | +1.3% | -19.0% | +20.3% | +1.8% |
| 30D | +11.4% | -46.7% | +58.1% | +13.0% |
| 3M | +4.4% | -23.4% | +27.8% | +4.6% |
| 6M | +10.8% | -13.4% | +24.2% | +10.1% |
| YTD | +25.1% | +40.1% | -14.9% | +22.2% |
| 1Y | +28.0% | +47.7% | -19.7% | +24.6% |
| 3Y | +37.6% | +606.9% | -569.3% | +24.2% |
| 5Y | +39.7% | +14.4% | +25.3% | +33.4% |
| 10Y | +75.8% | +322.5% | -246.7% | +58.1% |
| All | +5,315.6% | +43,936.3% | -38,620.6% | +4,283.8% |
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 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