+303.4%
CME vs SMTC
+333.2%
-29.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +1.0% |
| 7D | +3.9% | +11.0% | -7.1% | +3.3% |
| 30D | +11.3% | -28.5% | +39.8% | +12.8% |
| 3M | +19.6% | -14.2% | +33.8% | +19.2% |
| 6M | +8.1% | -18.0% | +26.1% | +7.1% |
| YTD | +20.4% | +55.5% | -35.1% | +13.1% |
| 1Y | +16.5% | +69.5% | -53.0% | +8.5% |
| 3Y | +66.4% | +699.7% | -633.2% | +18.5% |
| 5Y | +74.5% | +27.4% | +47.1% | +65.8% |
| All | +303.4% | +333.2% | -29.8% | +182.1% |
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