+4,100.0%
CMG vs SMTC
+799.4%
+3,300.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.0% | -10.0% | -2.1% |
| 7D | -1.5% | +22.9% | -24.4% | -6.0% |
| 30D | +12.7% | +16.6% | -3.9% | +7.8% |
| 3M | +26.3% | +2.4% | +23.9% | +21.5% |
| 6M | +4.5% | +98.3% | -93.8% | -16.1% |
| YTD | -0.1% | +120.7% | -120.8% | -22.4% |
| 1Y | -6.8% | +168.3% | -175.0% | -31.9% |
| 3Y | -5.0% | +571.7% | -576.7% | -54.6% |
| 5Y | -3.0% | +114.0% | -117.0% | -36.9% |
| 10Y | +323.6% | +497.0% | -173.4% | +73.1% |
| All | +4,100.0% | +799.4% | +3,300.6% | +987.3% |
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