+34.1%
MSCI vs SMTC
+597.8%
-563.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.7% | -15.0% | -2.5% |
| 7D | +2.8% | -19.0% | +21.8% | +3.2% |
| 30D | +15.4% | -46.7% | +62.2% | +17.2% |
| 3M | +13.4% | -23.4% | +36.8% | +13.3% |
| 6M | +10.9% | -13.4% | +24.3% | +8.7% |
| YTD | +13.0% | +40.1% | -27.1% | +6.0% |
| 1Y | +12.0% | +47.7% | -35.6% | +4.4% |
| 3Y | +34.1% | +606.9% | -572.8% | +4.7% |
| All | +34.1% | +597.8% | -563.7% | +4.7% |
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