-3.5%
IR vs SMTC
+154.8%
-158.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | +0.3% |
| 7D | -2.8% | +12.7% | -15.6% | -4.0% |
| 30D | -15.1% | +22.0% | -37.1% | -17.3% |
| 3M | +6.1% | -12.7% | +18.7% | +7.1% |
| 6M | -16.8% | +64.8% | -81.6% | -25.5% |
| YTD | -3.5% | +100.7% | -104.2% | -15.9% |
| 1Y | -3.5% | +146.9% | -150.4% | -16.3% |
| All | -3.5% | +154.8% | -158.2% | -16.3% |
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 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