-4.9%
LYB vs SMTC
+122.8%
-127.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.4% |
| 7D | +0.3% | +13.1% | -12.8% | -0.8% |
| 30D | +2.5% | +19.5% | -17.0% | +0.6% |
| 3M | +1.4% | +2.2% | -0.9% | +0.2% |
| 6M | -3.5% | +94.9% | -98.4% | -11.6% |
| YTD | +52.0% | +127.0% | -75.0% | +36.0% |
| 1Y | +22.1% | +174.6% | -152.5% | +5.9% |
| 3Y | -22.8% | +615.9% | -638.7% | -46.4% |
| All | -4.9% | +122.8% | -127.8% | -22.8% |
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 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