+59.9%
CME vs SMTC
+696.5%
-636.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.8% | -13.3% | +0.1% |
| 7D | -0.6% | -4.8% | +4.3% | -0.6% |
| 30D | +8.5% | -37.8% | +46.4% | +6.9% |
| 3M | +16.0% | -16.5% | +32.5% | +15.8% |
| 6M | +9.3% | -4.4% | +13.7% | +10.0% |
| YTD | +15.3% | +58.0% | -42.7% | +18.0% |
| 1Y | +14.4% | +62.0% | -47.6% | +17.3% |
| 3Y | +59.9% | +745.7% | -685.8% | +78.7% |
| All | +59.9% | +696.5% | -636.6% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling