+11,671.2%
COST vs SMTC
+69,284.5%
-57,613.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.0% | -10.6% | -1.4% |
| 7D | -3.2% | +22.9% | -26.1% | -4.9% |
| 30D | -4.0% | +16.6% | -20.6% | -5.6% |
| 3M | -6.5% | +2.4% | -8.9% | -7.8% |
| 6M | -8.5% | +98.3% | -106.8% | -15.3% |
| YTD | +6.0% | +120.7% | -114.7% | -3.0% |
| 1Y | -5.8% | +168.3% | -174.1% | -15.6% |
| 3Y | +71.8% | +571.7% | -499.9% | +35.1% |
| 5Y | +106.2% | +114.0% | -7.8% | +76.3% |
| 10Y | +602.0% | +497.0% | +105.1% | +436.9% |
| All | +11,671.2% | +69,284.5% | -57,613.4% | +7,251.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling