+75.7%
CTVA vs SMTC
+565.9%
-490.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.4% |
| 7D | -5.8% | +22.5% | -28.3% | -6.8% |
| 30D | +11.1% | +24.9% | -13.8% | +9.5% |
| 3M | +13.2% | +4.1% | +9.2% | +12.4% |
| 6M | +8.7% | +92.6% | -83.8% | +2.6% |
| YTD | +27.3% | +122.5% | -95.2% | +18.6% |
| 1Y | +18.0% | +166.2% | -148.2% | +8.0% |
| All | +75.7% | +565.9% | -490.2% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling