+2,358.4%
D vs SMTC
+49,585.3%
-47,227.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.8% | -13.4% | -0.9% |
| 7D | +0.8% | -4.8% | +5.6% | +0.8% |
| 30D | +10.7% | -37.8% | +48.5% | +12.0% |
| 3M | +2.3% | -16.5% | +18.8% | +2.3% |
| 6M | +12.5% | -4.4% | +16.9% | +11.6% |
| YTD | +20.1% | +58.0% | -37.9% | +16.8% |
| 1Y | +15.6% | +62.0% | -46.5% | +12.2% |
| 3Y | +75.2% | +745.7% | -670.5% | +56.9% |
| 5Y | +14.6% | +29.0% | -14.4% | +8.7% |
| 10Y | +43.8% | +351.4% | -307.6% | +29.0% |
| All | +2,358.4% | +49,585.3% | -47,227.0% | +1,928.5% |
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