+42.2%
CVX vs SMTC
+556.3%
-514.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.0% | -9.4% | +0.4% |
| 7D | -0.6% | +22.9% | -23.5% | -0.9% |
| 30D | +13.4% | +16.6% | -3.2% | +13.1% |
| 3M | +11.8% | +2.4% | +9.4% | +11.6% |
| 6M | +12.4% | +98.3% | -85.8% | +9.7% |
| YTD | +41.5% | +120.7% | -79.2% | +37.2% |
| 1Y | +41.6% | +168.3% | -126.7% | +35.7% |
| 3Y | +42.2% | +571.7% | -529.5% | +24.5% |
| All | +42.2% | +556.3% | -514.0% | +24.5% |
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