+6,781.2%
CME vs SMTC
+1,060.8%
+5,720.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -1.8% |
| 7D | -1.6% | +12.7% | -14.3% | -3.6% |
| 30D | +6.2% | +22.0% | -15.7% | +1.9% |
| 3M | +10.4% | -12.7% | +23.1% | +10.2% |
| 6M | -9.5% | +64.8% | -74.3% | -20.9% |
| YTD | +6.0% | +100.7% | -94.7% | -11.1% |
| 1Y | +9.3% | +146.9% | -137.6% | -13.0% |
| 3Y | +57.7% | +456.8% | -399.2% | -10.6% |
| 5Y | +77.7% | +89.2% | -11.5% | +26.5% |
| 10Y | +281.2% | +426.9% | -145.6% | +73.4% |
| All | +6,781.2% | +1,060.8% | +5,720.4% | +1,975.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling