+11.4%
KRE vs SMTC
+26.3%
-14.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.9% |
| 7D | +0.7% | +11.0% | -10.3% | -0.9% |
| 30D | +6.1% | -28.5% | +34.6% | +10.0% |
| 3M | -5.9% | -14.2% | +8.3% | -6.4% |
| 6M | +9.6% | -18.0% | +27.6% | +7.6% |
| YTD | +14.2% | +55.5% | -41.3% | -1.6% |
| 1Y | +22.5% | +69.5% | -47.0% | +3.5% |
| 3Y | +90.4% | +699.7% | -609.3% | -0.7% |
| All | +11.4% | +26.3% | -14.9% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling