+169.3%
KEY vs SMTC
+504.7%
-335.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -0.3% | +22.5% | -22.8% | -5.7% |
| 30D | -3.3% | +24.9% | -28.2% | -9.8% |
| 3M | -0.7% | +4.1% | -4.8% | -5.2% |
| 6M | +12.5% | +92.6% | -80.0% | -12.4% |
| YTD | +8.4% | +122.5% | -114.1% | -19.8% |
| 1Y | +18.4% | +166.2% | -147.8% | -18.3% |
| 3Y | +123.3% | +577.2% | -453.8% | -8.5% |
| 5Y | +38.8% | +119.0% | -80.1% | -16.1% |
| 10Y | +169.3% | +527.9% | -358.6% | -2.4% |
| All | +169.3% | +504.7% | -335.4% | -2.4% |
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