+615.0%
F vs SMTC
+62,999.7%
-62,384.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.2% | -7.8% | +0.3% |
| 7D | +5.3% | +12.7% | -7.4% | +3.7% |
| 30D | +4.6% | +22.0% | -17.4% | +1.3% |
| 3M | -3.7% | -12.7% | +9.0% | -3.5% |
| 6M | +16.8% | +64.8% | -48.0% | +6.6% |
| YTD | +15.3% | +100.7% | -85.4% | +2.1% |
| 1Y | +31.0% | +146.9% | -115.9% | +12.1% |
| 3Y | +45.4% | +456.8% | -411.4% | +4.4% |
| 5Y | +54.7% | +89.2% | -34.6% | +25.7% |
| 10Y | +98.2% | +426.9% | -328.6% | +39.5% |
| All | +615.0% | +62,999.7% | -62,384.7% | +274.8% |
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