+2,446.2%
EXC vs SMTC
+48,322.4%
-45,876.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | -0.2% |
| 7D | +0.1% | -10.9% | +11.0% | +0.3% |
| 30D | +9.0% | -39.4% | +48.4% | +10.9% |
| 3M | +3.3% | -13.5% | +16.8% | +3.2% |
| 6M | +5.7% | -6.8% | +12.5% | +4.6% |
| YTD | +7.3% | +54.0% | -46.7% | +3.6% |
| 1Y | +2.9% | +50.8% | -47.8% | -0.7% |
| 3Y | +29.3% | +677.3% | -648.0% | +12.0% |
| 5Y | +40.1% | +28.7% | +11.3% | +30.8% |
| 10Y | +197.7% | +339.9% | -142.2% | +160.9% |
| All | +2,446.2% | +48,322.4% | -45,876.2% | +1,798.4% |
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 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