-1.4%
LOW vs SMTC
+70.8%
-72.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -12.9% | +20.4% | +6.9% |
| 7D | +15.6% | -24.5% | +40.1% | +14.5% |
| 30D | +28.6% | -42.5% | +71.1% | +27.3% |
| 3M | +5.8% | -14.1% | +19.9% | +4.9% |
| 6M | +3.8% | +3.6% | +0.2% | -0.8% |
| YTD | -2.8% | +50.6% | -53.4% | -10.9% |
| 1Y | -1.4% | +72.2% | -73.6% | -9.9% |
| All | -1.4% | +70.8% | -72.2% | -9.9% |
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