+48.3%
D vs SMTC
+334.8%
-286.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.3% |
| 7D | +2.4% | -10.9% | +13.3% | +2.6% |
| 30D | +10.9% | -39.4% | +50.3% | +12.8% |
| 3M | +2.8% | -13.5% | +16.4% | +2.7% |
| 6M | +12.7% | -6.8% | +19.5% | +11.4% |
| YTD | +20.3% | +54.0% | -33.7% | +15.4% |
| 1Y | +17.1% | +50.8% | -33.7% | +12.3% |
| 3Y | +75.1% | +677.3% | -602.2% | +40.6% |
| 5Y | +13.1% | +28.7% | -15.6% | +5.3% |
| 10Y | +48.3% | +339.9% | -291.6% | +20.0% |
| All | +48.3% | +334.8% | -286.6% | +20.0% |
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