+81.0%
F vs SMTC
+365.8%
-284.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.8% | -12.2% | -1.8% |
| 7D | -0.6% | -4.8% | +4.2% | -0.7% |
| 30D | +2.9% | -37.8% | +40.7% | +11.0% |
| 3M | -9.5% | -16.5% | +7.0% | -9.7% |
| 6M | +4.0% | -4.4% | +8.4% | -1.9% |
| YTD | -1.3% | +58.0% | -59.3% | -18.7% |
| 1Y | -1.9% | +62.0% | -63.9% | -20.2% |
| 3Y | +53.5% | +745.7% | -692.2% | -34.9% |
| 5Y | -15.1% | +29.0% | -44.2% | -36.8% |
| 10Y | +81.0% | +351.4% | -270.4% | -11.2% |
| All | +81.0% | +365.8% | -284.8% | -11.2% |
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