+53.5%
CME vs SMTC
+556.3%
-502.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.0% | -11.0% | -0.8% |
| 7D | -2.9% | +22.9% | -25.8% | -2.2% |
| 30D | +5.5% | +16.6% | -11.1% | +6.2% |
| 3M | +11.0% | +2.4% | +8.6% | +11.7% |
| 6M | -9.7% | +98.3% | -108.0% | -7.4% |
| YTD | +4.9% | +120.7% | -115.8% | +8.0% |
| 1Y | +10.1% | +168.3% | -158.2% | +14.1% |
| 3Y | +53.5% | +571.7% | -518.2% | +63.7% |
| All | +53.5% | +556.3% | -502.7% | +63.7% |
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