-10.0%
CRM vs SMTC
+70.8%
-80.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -12.9% | +15.1% | +0.4% |
| 7D | -6.2% | -24.5% | +18.3% | -9.6% |
| 30D | -1.2% | -42.5% | +41.3% | -8.0% |
| 3M | +19.1% | -14.1% | +33.2% | +18.8% |
| 6M | +23.0% | +3.6% | +19.4% | +21.2% |
| YTD | -13.7% | +50.6% | -64.3% | -17.1% |
| 1Y | -10.0% | +72.2% | -82.2% | -13.5% |
| All | -10.0% | +70.8% | -80.8% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling