-3.5%
F vs SMTC
+66.6%
-70.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.3% | -10.6% | -0.5% |
| 7D | -2.1% | +12.9% | -15.0% | -2.5% |
| 30D | +3.3% | -25.6% | +28.9% | +4.4% |
| 3M | -11.3% | -4.5% | -6.8% | -12.1% |
| 6M | +5.3% | -8.3% | +13.6% | +4.4% |
| YTD | -2.2% | +69.9% | -72.2% | -7.5% |
| 1Y | -3.5% | +73.9% | -77.5% | -9.7% |
| All | -3.5% | +66.6% | -70.2% | -9.7% |
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 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