+639.9%
LYB vs SMTC
+746.4%
-106.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | -0.7% | +17.5% | -18.2% | -4.8% |
| 30D | +1.5% | +21.3% | -19.8% | -4.4% |
| 3M | -0.3% | +3.1% | -3.4% | -4.7% |
| 6M | +0.1% | +81.7% | -81.6% | -20.7% |
| YTD | +53.4% | +115.9% | -62.5% | +14.5% |
| 1Y | +25.6% | +157.8% | -132.2% | -12.6% |
| 3Y | -21.3% | +557.3% | -578.6% | -68.1% |
| 5Y | -2.4% | +114.7% | -117.1% | -42.7% |
| 10Y | +48.8% | +509.5% | -460.7% | -51.3% |
| All | +639.9% | +746.4% | -106.6% | +79.8% |
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 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