+503.2%
CMI vs SMTC
+548.2%
-45.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.1% |
| 7D | -0.7% | +13.1% | -13.8% | -3.4% |
| 30D | -12.4% | +19.5% | -31.8% | -16.2% |
| 3M | -14.8% | +2.2% | -17.0% | -16.8% |
| 6M | +0.8% | +94.9% | -94.1% | -15.1% |
| YTD | +10.2% | +127.0% | -116.8% | -10.4% |
| 1Y | +37.4% | +174.6% | -137.1% | +6.7% |
| 3Y | +153.3% | +615.9% | -462.6% | +41.4% |
| 5Y | +167.6% | +125.6% | +42.0% | +91.7% |
| All | +503.2% | +548.2% | -45.0% | +196.2% |
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