+41.0%
CVS vs SMTC
+516.8%
-475.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | -2.0% | +17.5% | -19.5% | -3.3% |
| 30D | +1.9% | +21.3% | -19.4% | 0.0% |
| 3M | -2.2% | +3.1% | -5.3% | -3.4% |
| 6M | +26.7% | +81.7% | -55.0% | +18.2% |
| YTD | +22.9% | +115.9% | -93.1% | +12.7% |
| 1Y | +32.9% | +157.8% | -124.9% | +19.5% |
| 3Y | +62.3% | +557.3% | -495.0% | +22.0% |
| 5Y | +34.2% | +114.7% | -80.4% | +16.6% |
| All | +41.0% | +516.8% | -475.8% | -0.4% |
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 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