+4,790.9%
CVX vs SMTC
+53,327.2%
-48,536.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.4% | +0.3% |
| 7D | -1.7% | +12.9% | -14.5% | -2.7% |
| 30D | -0.8% | -25.6% | +24.8% | +0.6% |
| 3M | +9.4% | -4.5% | +13.9% | +8.6% |
| 6M | +17.5% | -8.3% | +25.8% | +16.0% |
| YTD | +43.8% | +69.9% | -26.1% | +35.1% |
| 1Y | +41.9% | +73.9% | -32.0% | +32.8% |
| 3Y | +69.1% | +757.7% | -688.5% | +36.0% |
| 5Y | +128.3% | +38.7% | +89.6% | +105.0% |
| 10Y | +204.9% | +376.1% | -171.2% | +150.7% |
| All | +4,790.9% | +53,327.2% | -48,536.3% | +3,557.1% |
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