-33.5%
MOD vs SMTC
+57.1%
-90.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +12.8% | -3.0% | +2.8% |
| 7D | -13.9% | -4.8% | -9.1% | -11.3% |
| 30D | -41.5% | -37.8% | -3.7% | -25.2% |
| 3M | -45.7% | -16.5% | -29.3% | -42.5% |
| 6M | -61.1% | -4.4% | -56.7% | -63.6% |
| YTD | -20.5% | +58.0% | -78.5% | -49.5% |
| All | -33.5% | +57.1% | -90.7% | -56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling