+322.0%
CMG vs SMTC
+548.2%
-226.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.6% |
| 7D | -2.1% | +13.1% | -15.1% | -4.0% |
| 30D | +10.9% | +19.5% | -8.6% | +7.2% |
| 3M | +15.8% | +2.2% | +13.6% | +12.9% |
| 6M | +6.9% | +94.9% | -87.9% | -8.5% |
| YTD | -2.2% | +127.0% | -129.1% | -19.0% |
| 1Y | -7.1% | +174.6% | -181.7% | -26.4% |
| 3Y | -7.1% | +615.9% | -623.0% | -47.5% |
| 5Y | -4.8% | +125.6% | -130.4% | -28.6% |
| All | +322.0% | +548.2% | -226.2% | +128.8% |
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