+121.9%
KRE vs SMTC
+548.2%
-426.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.0% |
| 7D | -1.8% | +13.1% | -14.9% | -4.7% |
| 30D | -4.5% | +19.5% | -24.0% | -9.2% |
| 3M | +2.7% | +2.2% | +0.5% | -0.9% |
| 6M | +16.9% | +94.9% | -78.0% | -6.3% |
| YTD | +15.4% | +127.0% | -111.6% | -11.7% |
| 1Y | +16.1% | +174.6% | -158.5% | -16.8% |
| 3Y | +85.7% | +615.9% | -530.2% | -16.9% |
| 5Y | +33.3% | +125.6% | -92.3% | -15.1% |
| All | +121.9% | +548.2% | -426.3% | -9.2% |
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