+65.2%
CSGP vs SMTC
+313.7%
-248.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +12.7% | -17.4% | -6.3% |
| 7D | +1.3% | -19.0% | +20.2% | +3.4% |
| 30D | +10.7% | -46.7% | +57.4% | +18.7% |
| 3M | +3.3% | -23.4% | +26.7% | +3.2% |
| 6M | -10.3% | -13.4% | +3.1% | -15.6% |
| YTD | -54.6% | +40.1% | -94.6% | -62.0% |
| 1Y | -54.6% | +47.7% | -102.3% | -62.7% |
| 3Y | -60.3% | +606.9% | -667.3% | -80.9% |
| 5Y | -63.3% | +14.4% | -77.7% | -71.3% |
| All | +65.2% | +313.7% | -248.5% | -2.1% |
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