+11.8%
CRM vs SMTC
+579.3%
-567.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +1.7% |
| 7D | -4.4% | +13.1% | -17.5% | -4.9% |
| 30D | +28.1% | +19.5% | +8.7% | +26.9% |
| 3M | +48.8% | +2.2% | +46.6% | +48.3% |
| 6M | +28.3% | +94.9% | -66.6% | +18.3% |
| YTD | -6.0% | +127.0% | -133.0% | -15.1% |
| 1Y | +1.4% | +174.6% | -173.1% | -11.0% |
| 3Y | +11.8% | +615.9% | -604.1% | -18.3% |
| All | +11.8% | +579.3% | -567.4% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling