-3.1%
CMS vs SMTC
+57.1%
-60.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.8% | -12.3% | +0.8% |
| 7D | -0.9% | -4.8% | +3.9% | -0.9% |
| 30D | +7.1% | -37.8% | +44.9% | +6.8% |
| 3M | -1.3% | -16.5% | +15.2% | -1.4% |
| 6M | -2.7% | -4.4% | +1.7% | -3.3% |
| YTD | +2.6% | +58.0% | -55.4% | +0.6% |
| All | -3.1% | +57.1% | -60.2% | -5.1% |
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 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