+291.3%
IR vs SMTC
+316.6%
-25.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -8.0% | -0.8% |
| 7D | -2.8% | +12.7% | -15.6% | -5.5% |
| 30D | -15.1% | +22.0% | -37.1% | -19.8% |
| 3M | +6.1% | -12.7% | +18.7% | +6.2% |
| 6M | -16.8% | +64.8% | -81.6% | -29.8% |
| YTD | -3.5% | +100.7% | -104.2% | -22.9% |
| 1Y | -3.5% | +146.9% | -150.4% | -27.6% |
| 3Y | +9.5% | +456.8% | -447.3% | -44.2% |
| 5Y | +45.1% | +89.2% | -44.2% | +2.2% |
| All | +291.3% | +316.6% | -25.3% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling