+227.5%
LOW vs SMTC
+548.2%
-320.7%
-48.6%
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% | -0.7% |
| 7D | -3.7% | +13.1% | -16.8% | -5.8% |
| 30D | -8.9% | +19.5% | -28.3% | -12.3% |
| 3M | -10.4% | +2.2% | -12.7% | -12.9% |
| 6M | -19.4% | +94.9% | -114.3% | -31.9% |
| YTD | -17.1% | +127.0% | -144.1% | -32.4% |
| 1Y | -26.3% | +174.6% | -200.8% | -42.8% |
| 3Y | -9.9% | +615.9% | -625.8% | -52.4% |
| 5Y | +6.1% | +125.6% | -119.5% | -24.2% |
| All | +227.5% | +548.2% | -320.7% | +58.5% |
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