+21.7%
MAR vs SMTC
-9.9%
+31.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.6% | -1.2% |
| 7D | +1.8% | +30.5% | -28.7% | +2.9% |
| 30D | +14.3% | -30.9% | +45.2% | +12.7% |
| 3M | +20.0% | -14.7% | +34.7% | +19.5% |
| 6M | +21.7% | -9.6% | +31.3% | +22.3% |
| All | +21.7% | -9.9% | +31.7% | +22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling