-21.1%
LOW vs SMTC
+154.8%
-175.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -8.0% | +1.3% |
| 7D | -1.7% | +12.7% | -14.5% | -1.7% |
| 30D | -7.0% | +22.0% | -29.0% | -7.1% |
| 3M | -0.9% | -12.7% | +11.8% | -0.1% |
| 6M | -20.1% | +64.8% | -84.8% | -24.2% |
| YTD | -13.9% | +100.7% | -114.6% | -19.2% |
| 1Y | -21.1% | +146.9% | -168.0% | -25.8% |
| All | -21.1% | +154.8% | -175.9% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling