+32.0%
CTVA vs SMTC
+70.8%
-38.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -12.9% | +16.1% | +2.8% |
| 7D | +8.2% | -24.5% | +32.7% | +7.5% |
| 30D | -1.0% | -42.5% | +41.4% | -1.9% |
| 3M | +4.6% | -14.1% | +18.7% | +4.6% |
| 6M | +0.5% | +3.6% | -3.1% | -0.5% |
| YTD | +22.7% | +50.6% | -27.9% | +19.5% |
| 1Y | +32.0% | +72.2% | -40.3% | +25.9% |
| All | +32.0% | +70.8% | -38.9% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling