+14.7%
D vs SMTC
+59.8%
-45.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -1.0% |
| 7D | -3.1% | +30.5% | -33.5% | -1.9% |
| 30D | +8.4% | -30.9% | +39.2% | +7.8% |
| 3M | +0.2% | -14.7% | +14.9% | +0.2% |
| 6M | +9.5% | -9.6% | +19.0% | +10.0% |
| YTD | +18.8% | +62.1% | -43.3% | +21.6% |
| 1Y | +14.7% | +66.6% | -51.9% | +16.7% |
| All | +14.7% | +59.8% | -45.1% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling