+5.6%
CVS vs SMTC
+70.8%
-65.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -12.9% | +0.4% | -12.0% |
| 7D | -11.1% | -24.5% | +13.4% | -10.5% |
| 30D | -7.4% | -42.5% | +35.0% | -6.2% |
| 3M | -22.9% | -14.1% | -8.8% | -23.3% |
| 6M | -1.2% | +3.6% | -4.8% | -5.1% |
| YTD | +3.9% | +50.6% | -46.7% | -5.2% |
| 1Y | +5.6% | +72.2% | -66.7% | -3.8% |
| All | +5.6% | +70.8% | -65.3% | -3.8% |
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