+2,498.9%
MAR vs SMTC
+2,132.3%
+366.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -1.7% |
| 7D | -4.2% | +12.7% | -16.9% | -6.5% |
| 30D | -6.7% | +22.0% | -28.6% | -11.1% |
| 3M | -12.5% | -12.7% | +0.2% | -12.7% |
| 6M | +0.6% | +64.8% | -64.2% | -13.3% |
| YTD | +9.1% | +100.7% | -91.6% | -10.1% |
| 1Y | +26.2% | +146.9% | -120.7% | -1.7% |
| 3Y | +68.2% | +456.8% | -388.7% | -2.4% |
| 5Y | +163.9% | +89.2% | +74.7% | +87.4% |
| 10Y | +420.6% | +426.9% | -6.3% | +186.4% |
| All | +2,498.9% | +2,132.3% | +366.6% | +1,064.2% |
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