+424.9%
MAR vs SMTC
+516.8%
-91.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | -2.1% | +17.5% | -19.6% | -5.4% |
| 30D | -5.7% | +21.3% | -27.0% | -10.1% |
| 3M | -14.6% | +3.1% | -17.8% | -17.6% |
| 6M | +1.3% | +81.7% | -80.4% | -15.5% |
| YTD | +6.7% | +115.9% | -109.2% | -15.0% |
| 1Y | +26.4% | +157.8% | -131.4% | -4.9% |
| 3Y | +64.7% | +557.3% | -492.6% | -18.5% |
| 5Y | +153.1% | +114.7% | +38.4% | +73.5% |
| All | +424.9% | +516.8% | -91.9% | +160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling