+34.7%
CMS vs SMTC
+13.5%
+21.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.7% | -14.9% | -2.2% |
| 7D | -1.3% | -19.0% | +17.7% | -1.2% |
| 30D | +6.3% | -46.7% | +53.1% | +6.7% |
| 3M | -2.1% | -23.4% | +21.4% | -2.0% |
| 6M | -5.1% | -13.4% | +8.3% | -5.4% |
| YTD | +1.3% | +40.1% | -38.8% | +0.2% |
| 1Y | -1.4% | +47.7% | -49.1% | -2.5% |
| 3Y | +36.9% | +606.9% | -570.0% | +25.4% |
| All | +34.7% | +13.5% | +21.2% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling