+512.8%
F vs SMTC
+38,957.1%
-38,444.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -17.5% | +16.4% | +1.1% |
| 7D | +1.4% | -35.0% | +36.4% | +6.6% |
| 30D | +2.0% | -53.6% | +55.6% | +11.4% |
| 3M | -10.4% | -24.5% | +14.1% | -9.1% |
| 6M | +9.7% | -19.0% | +28.7% | +8.8% |
| YTD | -1.2% | +24.2% | -25.4% | -8.3% |
| 1Y | 0.0% | +35.6% | -35.6% | -8.5% |
| 3Y | +41.1% | +521.9% | -480.8% | -1.4% |
| 5Y | -11.4% | +1.5% | -12.9% | -23.2% |
| 10Y | +85.0% | +274.7% | -189.7% | +34.3% |
| All | +512.8% | +38,957.1% | -38,444.3% | +236.3% |
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