+3,179.8%
MAR vs SMTC
+1,702.9%
+1,476.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.6% | -0.2% |
| 7D | +1.8% | +30.5% | -28.7% | -3.7% |
| 30D | +14.3% | -30.9% | +45.2% | +20.5% |
| 3M | +20.0% | -14.7% | +34.7% | +19.4% |
| 6M | +21.7% | -9.6% | +31.3% | +16.4% |
| YTD | +37.7% | +62.1% | -24.4% | +14.9% |
| 1Y | +46.8% | +66.6% | -19.8% | +21.2% |
| 3Y | +121.0% | +718.1% | -597.1% | +15.4% |
| 5Y | +183.1% | +32.8% | +150.3% | +110.1% |
| 10Y | +532.4% | +354.1% | +178.3% | +248.2% |
| All | +3,179.8% | +1,702.9% | +1,476.9% | +1,388.1% |
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 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