+37.5%
CMS vs SMTC
+732.3%
-694.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.6% |
| 7D | -1.3% | +30.5% | -31.7% | -0.9% |
| 30D | +5.3% | -30.9% | +36.1% | +5.1% |
| 3M | -0.3% | -14.7% | +14.3% | -0.4% |
| 6M | -4.0% | -9.6% | +5.5% | -4.0% |
| YTD | +2.1% | +62.1% | -59.9% | +2.3% |
| 1Y | -4.7% | +66.6% | -71.3% | -4.5% |
| All | +37.5% | +732.3% | -694.8% | +26.8% |
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