+49.1%
D vs SMTC
+333.2%
-284.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.4% |
| 7D | -1.4% | +11.0% | -12.4% | -1.8% |
| 30D | +7.7% | -28.5% | +36.2% | +8.8% |
| 3M | -0.3% | -14.2% | +13.9% | -0.4% |
| 6M | +10.1% | -18.0% | +28.1% | +9.5% |
| YTD | +19.1% | +55.5% | -36.4% | +14.1% |
| 1Y | +15.9% | +69.5% | -53.6% | +10.4% |
| 3Y | +75.0% | +699.7% | -624.6% | +40.1% |
| 5Y | +13.4% | +27.4% | -14.0% | +5.7% |
| All | +49.1% | +333.2% | -284.1% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling