+280.6%
CME vs SMTC
+504.7%
-224.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -0.6% | +22.5% | -23.1% | -1.9% |
| 30D | +4.7% | +24.9% | -20.2% | +3.0% |
| 3M | +7.8% | +4.1% | +3.8% | +6.8% |
| 6M | -11.0% | +92.6% | -103.5% | -16.4% |
| YTD | +4.0% | +122.5% | -118.5% | -3.6% |
| 1Y | +9.1% | +166.2% | -157.1% | -0.7% |
| 3Y | +52.3% | +577.2% | -524.9% | +15.0% |
| 5Y | +76.1% | +119.0% | -42.9% | +58.3% |
| 10Y | +280.6% | +527.9% | -247.3% | +145.3% |
| All | +280.6% | +504.7% | -224.1% | +145.3% |
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