-5.0%
CMG vs SMTC
+112.1%
-117.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.6% |
| 7D | -3.8% | +17.5% | -21.4% | -5.5% |
| 30D | +12.9% | +21.3% | -8.4% | +10.1% |
| 3M | +18.8% | +3.1% | +15.6% | +16.6% |
| 6M | +4.1% | +81.7% | -77.6% | -6.4% |
| YTD | -2.4% | +115.9% | -118.3% | -14.4% |
| 1Y | -6.7% | +157.8% | -164.5% | -20.7% |
| 3Y | -7.1% | +557.3% | -564.4% | -38.6% |
| 5Y | -5.0% | +114.7% | -119.6% | -8.6% |
| All | -5.0% | +112.1% | -117.1% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling