+245.6%
CRH vs SMTC
+548.2%
-302.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -0.1% |
| 7D | -6.1% | +13.1% | -19.1% | -8.8% |
| 30D | -9.3% | +19.5% | -28.7% | -13.7% |
| 3M | -15.2% | +2.2% | -17.4% | -18.2% |
| 6M | -14.2% | +94.9% | -109.1% | -31.2% |
| YTD | -28.3% | +127.0% | -155.2% | -44.9% |
| 1Y | -21.8% | +174.6% | -196.3% | -43.5% |
| 3Y | +71.6% | +615.9% | -544.3% | -19.0% |
| 5Y | +96.6% | +125.6% | -29.0% | +29.2% |
| All | +245.6% | +548.2% | -302.6% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling