+4,850.5%
CL vs SMTC
+62,999.7%
-58,149.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.2% | -10.7% | -1.7% |
| 7D | -2.2% | +12.7% | -14.9% | -2.5% |
| 30D | -4.8% | +22.0% | -26.8% | -5.5% |
| 3M | +4.9% | -12.7% | +17.6% | +4.9% |
| 6M | -5.7% | +64.8% | -70.5% | -7.9% |
| YTD | +14.4% | +100.7% | -86.3% | +11.0% |
| 1Y | +8.7% | +146.9% | -138.1% | +4.6% |
| 3Y | +30.0% | +456.8% | -426.8% | +18.9% |
| 5Y | +28.4% | +89.2% | -60.9% | +21.1% |
| 10Y | +50.1% | +426.9% | -376.8% | +34.7% |
| All | +4,850.5% | +62,999.7% | -58,149.3% | +3,882.5% |
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