+3,264.4%
CSGP vs SMTC
+3,197.9%
+66.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.2% | -11.7% | -4.4% |
| 7D | -4.1% | +12.7% | -16.8% | -6.7% |
| 30D | +2.3% | +22.0% | -19.7% | -3.7% |
| 3M | -8.2% | -12.7% | +4.5% | -9.7% |
| 6M | -35.1% | +64.8% | -99.8% | -46.3% |
| YTD | -54.0% | +100.7% | -154.7% | -64.1% |
| 1Y | -65.3% | +146.9% | -212.2% | -74.6% |
| 3Y | -62.6% | +456.8% | -519.4% | -80.7% |
| 5Y | -64.8% | +89.2% | -154.1% | -76.9% |
| 10Y | +45.1% | +426.9% | -381.8% | -32.4% |
| All | +3,264.4% | +3,197.9% | +66.5% | +1,001.8% |
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