+21.0%
CTSH vs SMTC
+504.7%
-483.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.0% |
| 7D | -8.2% | +22.5% | -30.7% | -11.0% |
| 30D | +0.4% | +24.9% | -24.5% | -3.7% |
| 3M | +10.6% | +4.1% | +6.5% | +7.0% |
| 6M | -8.8% | +92.6% | -101.4% | -23.1% |
| YTD | -28.6% | +122.5% | -151.1% | -41.9% |
| 1Y | -15.9% | +166.2% | -182.1% | -34.8% |
| 3Y | -13.9% | +577.2% | -591.0% | -54.4% |
| 5Y | -17.1% | +119.0% | -136.1% | -40.6% |
| 10Y | +21.0% | +527.9% | -506.9% | -39.4% |
| All | +21.0% | +504.7% | -483.7% | -39.4% |
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