+31.0%
F vs SMTC
+154.8%
-123.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.2% | -7.8% | +1.0% |
| 7D | +5.3% | +12.7% | -7.4% | +4.7% |
| 30D | +4.6% | +22.0% | -17.4% | +3.3% |
| 3M | -3.7% | -12.7% | +9.0% | -2.6% |
| 6M | +16.8% | +64.8% | -48.0% | +14.4% |
| YTD | +15.3% | +100.7% | -85.4% | +13.6% |
| 1Y | +31.0% | +146.9% | -115.9% | +30.4% |
| All | +31.0% | +154.8% | -123.7% | +30.4% |
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