+1,037.3%
KEY vs SMTC
+49,585.3%
-48,548.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.8% | -10.1% | +1.0% |
| 7D | -0.4% | -4.8% | +4.5% | -0.3% |
| 30D | +7.2% | -37.8% | +45.0% | +12.8% |
| 3M | -4.9% | -16.5% | +11.6% | -4.7% |
| 6M | +1.1% | -4.4% | +5.5% | -2.2% |
| YTD | +6.8% | +58.0% | -51.2% | -4.3% |
| 1Y | +23.3% | +62.0% | -38.7% | +9.8% |
| 3Y | +126.1% | +745.7% | -619.6% | +52.3% |
| 5Y | +15.2% | +29.0% | -13.8% | -3.4% |
| 10Y | +113.6% | +351.4% | -237.8% | +53.6% |
| All | +1,037.3% | +49,585.3% | -48,548.1% | +583.6% |
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