+73.3%
CSGP vs SMTC
+266.9%
-193.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -17.5% | +15.9% | +0.6% |
| 7D | +13.9% | -35.0% | +48.9% | +19.7% |
| 30D | +16.0% | -53.6% | +69.6% | +26.9% |
| 3M | +6.1% | -24.5% | +30.6% | +5.8% |
| 6M | -8.2% | -19.0% | +10.8% | -13.0% |
| YTD | -52.3% | +24.2% | -76.6% | -59.4% |
| 1Y | -54.5% | +35.6% | -90.1% | -62.2% |
| 3Y | -58.6% | +521.9% | -580.5% | -79.7% |
| 5Y | -61.5% | +1.5% | -63.0% | -69.4% |
| All | +73.3% | +266.9% | -193.6% | +4.5% |
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