+4,683.6%
CVX vs SMTC
+62,999.7%
-58,316.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -1.9% |
| 7D | +3.3% | +12.7% | -9.4% | +2.5% |
| 30D | +12.9% | +22.0% | -9.1% | +11.0% |
| 3M | +11.7% | -12.7% | +24.4% | +11.7% |
| 6M | +14.1% | +64.8% | -50.6% | +8.6% |
| YTD | +40.7% | +100.7% | -60.0% | +31.7% |
| 1Y | +37.5% | +146.9% | -109.4% | +26.4% |
| 3Y | +43.9% | +456.8% | -412.9% | +19.9% |
| 5Y | +161.5% | +89.2% | +72.2% | +131.6% |
| 10Y | +215.1% | +426.9% | -211.7% | +159.0% |
| All | +4,683.6% | +62,999.7% | -58,316.1% | +3,465.7% |
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