+1,007.5%
KEY vs SMTC
+43,936.3%
-42,928.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.7% | -13.3% | -2.2% |
| 7D | -1.3% | -19.0% | +17.7% | +1.0% |
| 30D | +5.1% | -46.7% | +51.9% | +13.0% |
| 3M | -7.1% | -23.4% | +16.3% | -5.8% |
| 6M | -4.4% | -13.4% | +9.0% | -6.2% |
| YTD | +4.0% | +40.1% | -36.0% | -5.3% |
| 1Y | +23.4% | +47.7% | -24.3% | +11.3% |
| 3Y | +113.9% | +606.9% | -493.0% | +47.6% |
| 5Y | +12.3% | +14.4% | -2.1% | -4.3% |
| 10Y | +125.5% | +322.5% | -197.0% | +63.9% |
| All | +1,007.5% | +43,936.3% | -42,928.7% | +576.7% |
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