+55.6%
CVS vs SMTC
+565.9%
-510.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -1.9% | +22.5% | -24.4% | -2.3% |
| 30D | -0.3% | +24.9% | -25.2% | -0.8% |
| 3M | -1.1% | +4.1% | -5.2% | -1.4% |
| 6M | +23.7% | +92.6% | -68.8% | +21.3% |
| YTD | +23.0% | +122.5% | -99.5% | +20.3% |
| 1Y | +37.2% | +166.2% | -129.1% | +33.9% |
| All | +55.6% | +565.9% | -510.3% | +42.6% |
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