+132.3%
CMS vs SMTC
+365.8%
-233.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.8% | -12.3% | +0.1% |
| 7D | -0.9% | -4.8% | +3.9% | -0.9% |
| 30D | +7.1% | -37.8% | +44.9% | +8.5% |
| 3M | -1.3% | -16.5% | +15.2% | -1.2% |
| 6M | -2.7% | -4.4% | +1.7% | -3.7% |
| YTD | +2.6% | +58.0% | -55.4% | -1.1% |
| 1Y | -2.0% | +62.0% | -64.0% | -5.7% |
| 3Y | +39.6% | +745.7% | -706.1% | +15.1% |
| 5Y | +35.3% | +29.0% | +6.3% | +27.8% |
| 10Y | +132.3% | +351.4% | -219.0% | +86.1% |
| All | +132.3% | +365.8% | -233.5% | +86.1% |
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