+2,371.3%
D vs SMTC
+43,936.3%
-41,564.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.7% | -14.2% | -1.9% |
| 7D | +3.0% | -19.0% | +21.9% | +3.5% |
| 30D | +11.5% | -46.7% | +58.2% | +13.4% |
| 3M | +3.7% | -23.4% | +27.2% | +4.1% |
| 6M | +13.5% | -13.4% | +26.9% | +13.0% |
| YTD | +20.7% | +40.1% | -19.3% | +17.9% |
| 1Y | +18.2% | +47.7% | -29.4% | +15.1% |
| 3Y | +73.3% | +606.9% | -533.6% | +56.2% |
| 5Y | +12.3% | +14.4% | -2.1% | +6.9% |
| 10Y | +43.4% | +322.5% | -279.1% | +29.0% |
| All | +2,371.3% | +43,936.3% | -41,564.9% | +1,947.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling