-7.3%
CMG vs SMTC
+546.3%
-553.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.4% |
| 7D | -3.8% | +17.5% | -21.4% | -4.7% |
| 30D | +12.9% | +21.3% | -8.4% | +11.5% |
| 3M | +18.8% | +3.1% | +15.6% | +17.7% |
| 6M | +4.1% | +81.7% | -77.6% | -2.3% |
| YTD | -2.4% | +115.9% | -118.3% | -9.7% |
| 1Y | -6.7% | +157.8% | -164.5% | -15.1% |
| All | -7.3% | +546.3% | -553.6% | -22.8% |
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 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