+5,435.1%
CL vs SMTC
+38,957.1%
-33,522.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -17.5% | +17.4% | +0.4% |
| 7D | +5.9% | -35.0% | +40.9% | +7.1% |
| 30D | +13.8% | -53.6% | +67.3% | +15.9% |
| 3M | +6.4% | -24.5% | +30.9% | +6.7% |
| 6M | +15.6% | -19.0% | +34.6% | +15.1% |
| YTD | +27.9% | +24.2% | +3.7% | +25.3% |
| 1Y | +31.4% | +35.6% | -4.2% | +28.3% |
| 3Y | +41.4% | +521.9% | -480.5% | +28.1% |
| 5Y | +42.8% | +1.5% | +41.3% | +36.8% |
| 10Y | +79.7% | +274.7% | -195.0% | +62.2% |
| All | +5,435.1% | +38,957.1% | -33,522.0% | +4,396.4% |
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