+43.3%
IR vs SMTC
+110.0%
-66.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.0% | -11.6% | -3.3% |
| 7D | +0.6% | +22.9% | -22.3% | -2.9% |
| 30D | -13.6% | +16.6% | -30.3% | -16.4% |
| 3M | +3.7% | +2.4% | +1.3% | +1.3% |
| 6M | -13.1% | +98.3% | -111.3% | -25.8% |
| YTD | -5.1% | +120.7% | -125.8% | -20.9% |
| 1Y | -6.5% | +168.3% | -174.7% | -25.4% |
| 3Y | +8.5% | +571.7% | -563.2% | -36.0% |
| 5Y | +43.3% | +114.0% | -70.7% | +21.2% |
| All | +43.3% | +110.0% | -66.7% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling