+7.8%
LOW vs SMTC
+116.8%
-109.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -0.6% | +22.5% | -23.1% | -2.5% |
| 30D | -9.3% | +24.9% | -34.2% | -11.5% |
| 3M | -8.1% | +4.1% | -12.1% | -9.5% |
| 6M | -19.8% | +92.6% | -112.3% | -27.2% |
| YTD | -16.4% | +122.5% | -138.8% | -25.7% |
| 1Y | -24.7% | +166.2% | -190.9% | -34.9% |
| 3Y | -8.8% | +577.2% | -586.0% | -38.0% |
| 5Y | +7.8% | +119.0% | -111.2% | -4.6% |
| All | +7.8% | +116.8% | -109.0% | -4.6% |
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