+20.5%
EXC vs SMTC
+514.4%
-494.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -0.9% |
| 7D | +0.3% | +12.7% | -12.5% | +0.5% |
| 30D | -3.7% | +22.0% | -25.7% | -3.3% |
| 3M | -1.3% | -12.7% | +11.4% | -1.2% |
| 6M | -9.7% | +64.8% | -74.5% | -8.8% |
| YTD | +2.9% | +100.7% | -97.8% | +4.2% |
| 1Y | +4.4% | +146.9% | -142.5% | +5.9% |
| All | +20.5% | +514.4% | -494.0% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling