+277.0%
IR vs SMTC
+361.8%
-84.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -1.9% | +22.5% | -24.4% | -6.5% |
| 30D | -15.0% | +24.9% | -39.9% | -20.0% |
| 3M | -0.4% | +4.1% | -4.5% | -4.1% |
| 6M | -15.0% | +92.6% | -107.6% | -31.0% |
| YTD | -7.1% | +122.5% | -129.5% | -27.5% |
| 1Y | -7.5% | +166.2% | -173.8% | -31.9% |
| 3Y | +6.3% | +577.2% | -570.9% | -48.7% |
| 5Y | +37.3% | +119.0% | -81.6% | -7.1% |
| All | +277.0% | +361.8% | -84.8% | +94.3% |
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 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