-31.8%
LVS vs SMTC
+70.8%
-102.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -12.9% | +19.4% | +6.3% |
| 7D | +13.4% | -24.5% | +37.9% | +13.2% |
| 30D | +12.2% | -42.5% | +54.6% | +12.2% |
| 3M | -10.7% | -14.1% | +3.3% | -11.4% |
| 6M | -19.8% | +3.6% | -23.4% | -23.8% |
| YTD | -35.8% | +50.6% | -86.4% | -42.7% |
| 1Y | -31.8% | +72.2% | -104.0% | -40.9% |
| All | -31.8% | +70.8% | -102.6% | -40.9% |
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