-0.8%
F vs SMTC
+50.9%
-51.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.7% | -13.5% | -1.1% |
| 7D | +1.6% | -19.0% | +20.5% | +2.1% |
| 30D | +2.6% | -46.7% | +49.4% | +5.0% |
| 3M | -8.8% | -23.4% | +14.6% | -8.9% |
| 6M | +4.6% | -13.4% | +18.0% | +3.5% |
| YTD | -1.9% | +40.1% | -42.0% | -6.3% |
| 1Y | -0.8% | +47.7% | -48.4% | -6.7% |
| All | -0.8% | +50.9% | -51.7% | -6.7% |
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