+336.0%
IR vs SMTC
+222.8%
+113.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.6% |
| 7D | +2.5% | +11.0% | -8.5% | 0.0% |
| 30D | +9.2% | -28.5% | +37.7% | +15.5% |
| 3M | +0.9% | -14.2% | +15.2% | +0.6% |
| 6M | +19.2% | -18.0% | +37.2% | +16.7% |
| YTD | +7.5% | +55.5% | -48.0% | -11.7% |
| 1Y | +11.7% | +69.5% | -57.8% | -10.4% |
| 3Y | +23.9% | +699.7% | -675.7% | -46.0% |
| 5Y | +46.4% | +27.4% | +19.0% | +11.8% |
| All | +336.0% | +222.8% | +113.2% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling