+152.5%
KRE vs SMTC
+1,064.1%
-911.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.0% | -11.2% | -4.3% |
| 7D | +2.3% | +22.9% | -20.6% | -4.3% |
| 30D | -2.5% | +16.6% | -19.1% | -8.4% |
| 3M | +6.2% | +2.4% | +3.8% | +0.8% |
| 6M | +15.8% | +98.3% | -82.4% | -14.4% |
| YTD | +16.0% | +120.7% | -104.7% | -18.1% |
| 1Y | +16.2% | +168.3% | -152.1% | -24.8% |
| 3Y | +86.4% | +571.7% | -485.3% | -32.3% |
| 5Y | +33.0% | +114.0% | -81.0% | -28.0% |
| 10Y | +123.0% | +497.0% | -374.0% | -34.8% |
| All | +152.5% | +1,064.1% | -911.5% | -58.2% |
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 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