+1,907.2%
CVS vs SMTC
+62,999.7%
-61,092.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.7% | -1.0% |
| 7D | +4.0% | +12.7% | -8.8% | +3.2% |
| 30D | -2.4% | +22.0% | -24.4% | -3.8% |
| 3M | +2.7% | -12.7% | +15.3% | +2.7% |
| 6M | +21.9% | +64.8% | -42.9% | +16.8% |
| YTD | +24.7% | +100.7% | -75.9% | +18.0% |
| 1Y | +35.4% | +146.9% | -111.4% | +26.2% |
| 3Y | +65.2% | +456.8% | -391.6% | +40.9% |
| 5Y | +30.5% | +89.2% | -58.7% | +17.5% |
| 10Y | +40.4% | +426.9% | -386.5% | +16.6% |
| All | +1,907.2% | +62,999.7% | -61,092.6% | +1,252.7% |
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