+150.2%
CMI vs SMTC
+546.3%
-396.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.3% |
| 7D | +0.8% | +17.5% | -16.7% | -2.2% |
| 30D | -12.8% | +21.3% | -34.1% | -16.2% |
| 3M | -12.4% | +3.1% | -15.6% | -14.3% |
| 6M | -0.9% | +81.7% | -82.6% | -12.4% |
| YTD | +8.9% | +115.9% | -107.1% | -6.5% |
| 1Y | +37.7% | +157.8% | -120.1% | +14.7% |
| All | +150.2% | +546.3% | -396.1% | +73.6% |
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 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