+305.8%
CME vs SMTC
+382.5%
-76.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.3% | -8.1% | +1.7% |
| 7D | +2.5% | +12.9% | -10.4% | +1.7% |
| 30D | +13.9% | -25.6% | +39.5% | +15.2% |
| 3M | +22.4% | -4.5% | +26.9% | +21.4% |
| 6M | +12.9% | -8.3% | +21.2% | +11.2% |
| YTD | +19.6% | +69.9% | -50.3% | +11.8% |
| 1Y | +17.7% | +73.9% | -56.2% | +9.6% |
| 3Y | +65.3% | +757.7% | -692.4% | +17.5% |
| 5Y | +75.1% | +38.7% | +36.4% | +65.8% |
| 10Y | +305.8% | +376.1% | -70.4% | +184.5% |
| All | +305.8% | +382.5% | -76.8% | +184.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling