+115.2%
CMS vs SMTC
+434.3%
-319.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.2% | -9.4% | -0.5% |
| 7D | +0.4% | +12.7% | -12.4% | -0.1% |
| 30D | -3.6% | +22.0% | -25.6% | -4.5% |
| 3M | -1.9% | -12.7% | +10.8% | -1.8% |
| 6M | -11.0% | +64.8% | -75.8% | -13.7% |
| YTD | +0.2% | +100.7% | -100.5% | -3.9% |
| 1Y | -1.3% | +146.9% | -148.2% | -6.5% |
| 3Y | +35.9% | +456.8% | -420.9% | +17.0% |
| 5Y | +23.1% | +89.2% | -66.2% | +13.8% |
| All | +115.2% | +434.3% | -319.1% | +68.9% |
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