+65.1%
CSGP vs SMTC
+334.8%
-269.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.6% |
| 7D | -3.2% | -10.9% | +7.8% | -2.3% |
| 30D | +2.2% | -39.4% | +41.6% | +7.8% |
| 3M | -3.7% | -13.5% | +9.9% | -5.3% |
| 6M | -7.4% | -6.8% | -0.6% | -13.6% |
| YTD | -54.9% | +54.0% | -108.9% | -62.7% |
| 1Y | -54.9% | +50.8% | -105.7% | -62.7% |
| 3Y | -61.9% | +677.3% | -739.2% | -81.9% |
| 5Y | -63.1% | +28.7% | -91.8% | -71.7% |
| 10Y | +65.1% | +339.9% | -274.7% | -3.4% |
| All | +65.1% | +334.8% | -269.7% | -3.4% |
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