+67.0%
MAR vs SMTC
+565.9%
-498.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -0.5% | +22.5% | -23.0% | -2.4% |
| 30D | -4.7% | +24.9% | -29.6% | -6.9% |
| 3M | -15.6% | +4.1% | -19.7% | -16.8% |
| 6M | +1.2% | +92.6% | -91.3% | -7.9% |
| YTD | +7.5% | +122.5% | -115.0% | -4.1% |
| 1Y | +26.6% | +166.2% | -139.6% | +9.8% |
| All | +67.0% | +565.9% | -498.9% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling