+192.7%
EXC vs SMTC
+351.6%
-158.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.7% | +0.4% |
| 7D | -1.9% | +30.5% | -32.4% | -3.8% |
| 30D | +7.8% | -30.9% | +38.6% | +10.0% |
| 3M | +1.9% | -14.7% | +16.6% | +1.8% |
| 6M | +3.4% | -9.6% | +12.9% | +1.6% |
| YTD | +7.6% | +62.1% | -54.5% | -0.6% |
| 1Y | +2.1% | +66.6% | -64.5% | -6.1% |
| 3Y | +29.6% | +718.1% | -688.5% | -13.7% |
| 5Y | +39.5% | +32.8% | +6.7% | +27.3% |
| All | +192.7% | +351.6% | -158.9% | +106.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling