+216.7%
CTVA vs SMTC
+278.7%
-62.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.5% |
| 7D | -4.5% | +13.1% | -17.6% | -6.4% |
| 30D | +11.3% | +19.5% | -8.1% | +7.4% |
| 3M | +12.3% | +2.2% | +10.1% | +9.5% |
| 6M | +7.2% | +94.9% | -87.7% | -8.6% |
| YTD | +26.0% | +127.0% | -100.9% | +3.8% |
| 1Y | +16.0% | +174.6% | -158.5% | -8.9% |
| 3Y | +73.9% | +615.9% | -542.0% | -7.7% |
| 5Y | +103.8% | +125.6% | -21.8% | +51.4% |
| All | +216.7% | +278.7% | -62.0% | +51.9% |
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 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