+2,271.9%
D vs SMTC
+62,999.7%
-60,727.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.2% | -10.6% | -1.7% |
| 7D | +0.4% | +12.7% | -12.3% | 0.0% |
| 30D | -3.6% | +22.0% | -25.5% | -4.3% |
| 3M | -1.0% | -12.7% | +11.7% | -1.0% |
| 6M | +6.3% | +64.8% | -58.5% | +3.8% |
| YTD | +14.7% | +100.7% | -86.0% | +11.2% |
| 1Y | +16.9% | +146.9% | -130.0% | +12.3% |
| 3Y | +56.8% | +456.8% | -400.0% | +43.1% |
| 5Y | +5.2% | +89.2% | -84.0% | -1.1% |
| 10Y | +35.9% | +426.9% | -391.0% | +21.8% |
| All | +2,271.9% | +62,999.7% | -60,727.8% | +1,850.5% |
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