+34.8%
CTSH vs SMTC
+333.2%
-298.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.4% | -0.2% |
| 7D | -2.1% | +11.0% | -13.2% | -3.6% |
| 30D | +1.4% | -28.5% | +29.9% | +4.3% |
| 3M | +7.5% | -14.2% | +21.7% | +6.0% |
| 6M | +39.6% | -18.0% | +57.6% | +34.4% |
| YTD | -22.3% | +55.5% | -77.8% | -35.2% |
| 1Y | -12.0% | +69.5% | -81.5% | -28.1% |
| 3Y | +1.8% | +699.7% | -697.8% | -51.7% |
| 5Y | -15.8% | +27.4% | -43.2% | -34.1% |
| All | +34.8% | +333.2% | -298.4% | -24.5% |
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