+218.9%
CRWD vs SMTC
+112.1%
+106.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.2% |
| 7D | -2.8% | +17.5% | -20.4% | -6.8% |
| 30D | -5.9% | +21.3% | -27.2% | -11.0% |
| 3M | +29.0% | +3.1% | +25.8% | +24.5% |
| 6M | +91.5% | +81.7% | +9.8% | +56.1% |
| YTD | +78.2% | +115.9% | -37.7% | +37.4% |
| 1Y | +96.6% | +157.8% | -61.2% | +42.6% |
| 3Y | +397.0% | +557.3% | -160.3% | +126.8% |
| 5Y | +218.9% | +114.7% | +104.2% | +175.2% |
| All | +218.9% | +112.1% | +106.7% | +175.2% |
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