+13.7%
MSCI vs SMTC
+57.1%
-43.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.8% | -12.0% | +1.7% |
| 7D | +1.5% | -4.8% | +6.3% | +1.3% |
| 30D | +14.4% | -37.8% | +52.2% | +11.5% |
| 3M | +15.2% | -16.5% | +31.7% | +14.8% |
| 6M | +11.2% | -4.4% | +15.6% | +10.3% |
| YTD | +13.9% | +58.0% | -44.1% | +9.8% |
| All | +13.7% | +57.1% | -43.5% | +9.4% |
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