-0.8%
CRM vs SMTC
+122.8%
-123.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +1.4% |
| 7D | -4.4% | +13.1% | -17.5% | -5.9% |
| 30D | +28.1% | +19.5% | +8.7% | +24.6% |
| 3M | +48.8% | +2.2% | +46.6% | +45.8% |
| 6M | +28.3% | +94.9% | -66.6% | +10.2% |
| YTD | -6.0% | +127.0% | -133.0% | -22.0% |
| 1Y | +1.4% | +174.6% | -173.1% | -19.8% |
| 3Y | +11.8% | +615.9% | -604.1% | -39.3% |
| All | -0.8% | +122.8% | -123.6% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling