+1,767.1%
CVS vs SMTC
+48,791.7%
-47,024.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.3% |
| 7D | +6.6% | +11.0% | -4.5% | +5.8% |
| 30D | -0.4% | -28.5% | +28.1% | +1.1% |
| 3M | -5.3% | -14.2% | +9.0% | -5.3% |
| 6M | -7.7% | -18.0% | +10.3% | -8.1% |
| YTD | +16.0% | +55.5% | -39.5% | +10.7% |
| 1Y | +16.2% | +69.5% | -53.3% | +10.2% |
| 3Y | +47.6% | +699.7% | -652.1% | +22.4% |
| 5Y | +12.3% | +27.4% | -15.1% | +2.9% |
| 10Y | +62.4% | +335.7% | -273.3% | +35.6% |
| All | +1,767.1% | +48,791.7% | -47,024.6% | +1,168.4% |
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