+93.0%
KEY vs SMTC
+351.6%
-258.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.6% |
| 7D | +1.8% | +30.5% | -28.7% | -5.1% |
| 30D | +7.1% | -30.9% | +38.0% | +14.8% |
| 3M | -5.9% | -14.7% | +8.8% | -6.6% |
| 6M | +2.2% | -9.6% | +11.8% | -3.8% |
| YTD | +6.4% | +62.1% | -55.7% | -17.5% |
| 1Y | +24.8% | +66.6% | -41.8% | -4.7% |
| 3Y | +125.2% | +718.1% | -592.9% | -18.4% |
| 5Y | +13.0% | +32.8% | -19.8% | -22.1% |
| All | +93.0% | +351.6% | -258.5% | -16.4% |
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