+238.9%
CRM vs SMTC
+548.2%
-309.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +1.0% |
| 7D | -4.4% | +13.1% | -17.5% | -6.9% |
| 30D | +28.1% | +19.5% | +8.7% | +22.3% |
| 3M | +48.8% | +2.2% | +46.6% | +43.1% |
| 6M | +28.3% | +94.9% | -66.6% | +2.5% |
| YTD | -6.0% | +127.0% | -133.0% | -28.4% |
| 1Y | +1.4% | +174.6% | -173.1% | -27.6% |
| 3Y | +11.8% | +615.9% | -604.1% | -50.7% |
| 5Y | -2.0% | +125.6% | -127.6% | -35.5% |
| All | +238.9% | +548.2% | -309.3% | +49.5% |
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