+374.8%
META vs SMTC
+434.3%
-59.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.2% | -8.2% | -1.2% |
| 7D | +6.7% | +12.7% | -6.0% | +3.6% |
| 30D | +4.8% | +22.0% | -17.2% | -1.5% |
| 3M | -1.6% | -12.7% | +11.0% | -1.6% |
| 6M | -7.5% | +64.8% | -72.2% | -23.7% |
| YTD | -6.4% | +100.7% | -107.1% | -27.3% |
| 1Y | -17.3% | +146.9% | -164.2% | -40.2% |
| 3Y | +109.9% | +456.8% | -346.9% | -0.1% |
| 5Y | +65.4% | +89.2% | -23.9% | +12.0% |
| All | +374.8% | +434.3% | -59.5% | +133.6% |
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