+35,474.9%
LOW vs SMTC
+62,999.7%
-27,524.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -8.0% | +0.2% |
| 7D | -1.7% | +12.7% | -14.5% | -3.1% |
| 30D | -7.0% | +22.0% | -29.0% | -9.6% |
| 3M | -0.9% | -12.7% | +11.8% | -1.0% |
| 6M | -20.1% | +64.8% | -84.9% | -26.4% |
| YTD | -13.9% | +100.7% | -114.6% | -22.7% |
| 1Y | -21.1% | +146.9% | -168.0% | -31.3% |
| 3Y | -6.6% | +456.8% | -463.4% | -30.6% |
| 5Y | +9.4% | +89.2% | -79.9% | -9.8% |
| 10Y | +220.5% | +426.9% | -206.4% | +132.7% |
| All | +35,474.9% | +62,999.7% | -27,524.9% | +17,997.7% |
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