+15.2%
D vs SMTC
+13.5%
+1.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.7% | -14.2% | -1.5% |
| 7D | +3.0% | -19.0% | +21.9% | +3.0% |
| 30D | +11.5% | -46.7% | +58.2% | +12.0% |
| 3M | +3.7% | -23.4% | +27.2% | +3.7% |
| 6M | +13.5% | -13.4% | +26.9% | +13.1% |
| YTD | +20.7% | +40.1% | -19.3% | +19.0% |
| 1Y | +18.2% | +47.7% | -29.4% | +16.4% |
| 3Y | +73.3% | +606.9% | -533.6% | +55.0% |
| All | +15.2% | +13.5% | +1.7% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling