+4,405.6%
CNC vs SMTC
+292.8%
+4,112.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +10.0% | -13.6% | -5.2% |
| 7D | -1.0% | +22.9% | -23.9% | -4.3% |
| 30D | -1.8% | +16.6% | -18.4% | -4.9% |
| 3M | -0.7% | +2.4% | -3.1% | -3.1% |
| 6M | +47.9% | +98.3% | -50.3% | +27.4% |
| YTD | +56.9% | +120.7% | -63.7% | +32.1% |
| 1Y | +123.9% | +168.3% | -44.3% | +80.8% |
| 3Y | -1.3% | +571.7% | -573.0% | -41.4% |
| 5Y | +2.8% | +114.0% | -111.2% | -25.5% |
| 10Y | +90.9% | +497.0% | -406.1% | +0.8% |
| All | +4,405.6% | +292.8% | +4,112.8% | +1,784.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling