+105.1%
CTVA vs SMTC
+122.8%
-17.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.1% |
| 7D | -4.5% | +13.1% | -17.6% | -5.4% |
| 30D | +11.3% | +19.5% | -8.1% | +9.5% |
| 3M | +12.3% | +2.2% | +10.1% | +11.2% |
| 6M | +7.2% | +94.9% | -87.7% | -0.9% |
| YTD | +26.0% | +127.0% | -100.9% | +14.5% |
| 1Y | +16.0% | +174.6% | -158.5% | +2.9% |
| 3Y | +73.9% | +615.9% | -542.0% | +27.4% |
| All | +105.1% | +122.8% | -17.7% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling