+137.3%
CTVA vs SMTC
+159.5%
-22.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +3.2% |
| 7D | -20.8% | +11.0% | -31.8% | -21.9% |
| 30D | -29.6% | -28.5% | -1.1% | -26.9% |
| 3M | -16.9% | -14.2% | -2.7% | -17.2% |
| 6M | -24.3% | -18.0% | -6.3% | -25.7% |
| YTD | -5.6% | +55.5% | -61.1% | -19.1% |
| 1Y | -4.2% | +69.5% | -73.7% | -19.6% |
| 3Y | +43.3% | +699.7% | -656.4% | -30.5% |
| 5Y | +35.7% | +27.4% | +8.3% | +15.1% |
| All | +137.3% | +159.5% | -22.2% | +18.4% |
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