-2.7%
MSCI vs SMTC
+166.5%
-169.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.0% | -13.7% | -3.2% |
| 7D | -2.1% | +22.9% | -25.0% | -0.9% |
| 30D | -1.7% | +16.6% | -18.4% | -0.7% |
| 3M | -8.2% | +2.4% | -10.6% | -6.7% |
| 6M | -2.4% | +98.3% | -100.7% | -3.8% |
| YTD | -2.8% | +120.7% | -123.5% | -4.3% |
| 1Y | -2.7% | +168.3% | -170.9% | -3.8% |
| All | -2.7% | +166.5% | -169.1% | -3.8% |
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