+48.8%
D vs SMTC
+351.6%
-302.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.6% |
| 7D | -3.1% | +30.5% | -33.5% | -4.0% |
| 30D | +8.4% | -30.9% | +39.2% | +9.6% |
| 3M | +0.2% | -14.7% | +14.9% | +0.1% |
| 6M | +9.5% | -9.6% | +19.0% | +8.4% |
| YTD | +18.8% | +62.1% | -43.3% | +13.7% |
| 1Y | +14.7% | +66.6% | -51.9% | +9.5% |
| 3Y | +72.9% | +718.1% | -645.1% | +38.6% |
| 5Y | +13.1% | +32.8% | -19.7% | +5.3% |
| All | +48.8% | +351.6% | -302.8% | +21.6% |
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