+9.1%
IR vs SMTC
+70.8%
-61.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.9% | +12.5% | +0.7% |
| 7D | +11.6% | -24.5% | +36.1% | +14.2% |
| 30D | +7.2% | -42.5% | +49.6% | +12.1% |
| 3M | -5.9% | -14.1% | +8.2% | -6.2% |
| 6M | +11.5% | +3.6% | +7.9% | +4.8% |
| YTD | +6.3% | +50.6% | -44.2% | -8.2% |
| 1Y | +9.1% | +72.2% | -63.2% | -7.3% |
| All | +9.1% | +70.8% | -61.7% | -7.3% |
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