+4.6%
EXC vs SMTC
+63.0%
-58.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.4% | +1.2% |
| 7D | +1.4% | +11.0% | -9.6% | +1.9% |
| 30D | +8.6% | -28.5% | +37.1% | +7.7% |
| 3M | +2.4% | -14.2% | +16.6% | +2.5% |
| 6M | +6.5% | -18.0% | +24.5% | +6.8% |
| YTD | +9.0% | +55.5% | -46.5% | +11.8% |
| 1Y | +4.6% | +69.5% | -65.0% | +7.4% |
| All | +4.6% | +63.0% | -58.5% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling