+172.2%
CVX vs SMTC
+116.8%
+55.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.9% |
| 7D | +1.0% | +22.5% | -21.5% | +0.2% |
| 30D | +10.7% | +24.9% | -14.2% | +9.6% |
| 3M | +15.5% | +4.1% | +11.4% | +14.8% |
| 6M | +14.9% | +92.6% | -77.7% | +10.2% |
| YTD | +44.2% | +122.5% | -78.3% | +36.8% |
| 1Y | +43.5% | +166.2% | -122.7% | +34.1% |
| 3Y | +45.0% | +577.2% | -532.2% | +20.4% |
| 5Y | +172.2% | +119.0% | +53.2% | +144.5% |
| All | +172.2% | +116.8% | +55.4% | +144.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling