-64.8%
CSGP vs SMTC
+91.8%
-156.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.2% | -11.7% | -3.3% |
| 7D | -4.1% | +12.7% | -16.8% | -5.2% |
| 30D | +2.3% | +22.0% | -19.7% | -0.4% |
| 3M | -8.2% | -12.7% | +4.5% | -8.3% |
| 6M | -35.1% | +64.8% | -99.8% | -41.7% |
| YTD | -54.0% | +100.7% | -154.7% | -60.3% |
| 1Y | -65.3% | +146.9% | -212.2% | -71.3% |
| 3Y | -62.6% | +456.8% | -519.4% | -76.5% |
| All | -64.8% | +91.8% | -156.6% | -67.2% |
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