+34,247.0%
CTSH vs SMTC
+3,405.5%
+30,841.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.2% | -12.8% | -5.9% |
| 7D | -2.7% | +12.7% | -15.4% | -5.7% |
| 30D | +12.4% | +22.0% | -9.6% | +5.1% |
| 3M | +17.4% | -12.7% | +30.0% | +15.2% |
| 6M | -3.1% | +64.8% | -67.9% | -22.2% |
| YTD | -23.6% | +100.7% | -124.3% | -42.4% |
| 1Y | -10.8% | +146.9% | -157.7% | -37.5% |
| 3Y | -8.3% | +456.8% | -465.1% | -57.9% |
| 5Y | -11.3% | +89.2% | -100.6% | -46.5% |
| 10Y | +22.6% | +426.9% | -404.2% | -51.0% |
| All | +34,247.0% | +3,405.5% | +30,841.4% | +5,891.6% |
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