-7.5%
MSCI vs SMTC
+91.8%
-99.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -1.3% |
| 7D | +0.4% | +12.7% | -12.4% | -1.0% |
| 30D | +0.6% | +22.0% | -21.4% | -2.4% |
| 3M | -7.1% | -12.7% | +5.6% | -7.1% |
| 6M | +0.8% | +64.8% | -63.9% | -9.5% |
| YTD | +1.0% | +100.7% | -99.7% | -12.4% |
| 1Y | +4.3% | +146.9% | -142.6% | -13.3% |
| 3Y | +9.9% | +456.8% | -446.9% | -32.0% |
| All | -7.5% | +91.8% | -99.3% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling