+0.4%
CMS vs SMTC
+166.5%
-166.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.0% | -9.5% | +0.5% |
| 7D | +1.2% | +22.9% | -21.7% | +1.4% |
| 30D | -3.2% | +16.6% | -19.8% | -3.0% |
| 3M | -2.2% | +2.4% | -4.6% | -1.9% |
| 6M | -9.4% | +98.3% | -107.7% | -10.1% |
| YTD | +0.7% | +120.7% | -120.0% | 0.0% |
| 1Y | +0.4% | +168.3% | -167.9% | +0.2% |
| All | +0.4% | +166.5% | -166.1% | +0.2% |
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 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