+11.7%
CMI vs SMTC
+70.8%
-59.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -12.9% | +7.2% | -2.7% |
| 7D | -11.2% | -24.5% | +13.3% | -5.4% |
| 30D | -9.8% | -42.5% | +32.6% | +1.7% |
| 3M | -25.5% | -14.1% | -11.4% | -25.6% |
| 6M | -27.7% | +3.6% | -31.3% | -32.9% |
| YTD | -6.6% | +50.6% | -57.2% | -23.8% |
| 1Y | +11.7% | +72.2% | -60.6% | -14.3% |
| All | +11.7% | +70.8% | -59.2% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling