+102.0%
META vs SMTC
+696.5%
-594.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.8% | -7.7% | +3.4% |
| 7D | +5.7% | -4.8% | +10.6% | +5.9% |
| 30D | -10.8% | -37.8% | +27.1% | -5.7% |
| 3M | +8.4% | -16.5% | +24.9% | +8.7% |
| 6M | +5.4% | -4.4% | +9.8% | +1.1% |
| YTD | -2.6% | +58.0% | -60.6% | -15.7% |
| 1Y | +3.5% | +62.0% | -58.5% | -11.0% |
| 3Y | +102.0% | +745.7% | -643.7% | +20.5% |
| All | +102.0% | +696.5% | -594.5% | +20.5% |
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