+1,348.4%
CRWD vs SMTC
+277.9%
+1,070.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.0% | -11.4% | -4.2% |
| 7D | -2.3% | +22.9% | -25.3% | -8.2% |
| 30D | -2.1% | +16.6% | -18.7% | -7.5% |
| 3M | +27.5% | +2.4% | +25.1% | +22.4% |
| 6M | +95.8% | +98.3% | -2.4% | +49.5% |
| YTD | +79.2% | +120.7% | -41.5% | +30.7% |
| 1Y | +96.3% | +168.3% | -72.0% | +32.5% |
| 3Y | +399.8% | +571.7% | -171.9% | +96.9% |
| 5Y | +216.7% | +114.0% | +102.7% | +104.7% |
| All | +1,348.4% | +277.9% | +1,070.5% | +511.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling