+35.3%
D vs SMTC
+493.3%
-458.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.0% | -9.4% | +0.1% |
| 7D | +0.8% | +22.9% | -22.2% | -0.2% |
| 30D | -0.7% | +16.6% | -17.4% | -1.6% |
| 3M | +2.1% | +2.4% | -0.3% | +1.5% |
| 6M | +6.8% | +98.3% | -91.4% | +2.2% |
| YTD | +16.5% | +120.7% | -104.1% | +10.6% |
| 1Y | +19.2% | +168.3% | -149.1% | +11.5% |
| 3Y | +61.9% | +571.7% | -509.8% | +34.0% |
| 5Y | +6.5% | +114.0% | -107.5% | -3.7% |
| 10Y | +35.3% | +497.0% | -461.7% | +4.8% |
| All | +35.3% | +493.3% | -458.0% | +4.8% |
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