-20.0%
LVS vs SMTC
+169.6%
-189.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | +0.5% |
| 7D | -3.5% | +13.1% | -16.6% | -3.7% |
| 30D | -6.2% | +19.5% | -25.7% | -6.6% |
| 3M | -14.8% | +2.2% | -17.1% | -14.7% |
| 6M | -20.9% | +94.9% | -115.7% | -27.1% |
| YTD | -33.0% | +127.0% | -160.0% | -39.2% |
| 1Y | -20.0% | +174.6% | -194.6% | -26.8% |
| All | -20.0% | +169.6% | -189.6% | -26.8% |
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