+2,417.1%
MSCI vs SMTC
+836.6%
+1,580.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -2.6% |
| 7D | +0.4% | +12.7% | -12.4% | -2.7% |
| 30D | +0.6% | +22.0% | -21.4% | -6.0% |
| 3M | -7.1% | -12.7% | +5.6% | -8.1% |
| 6M | +0.8% | +64.8% | -63.9% | -19.0% |
| YTD | +1.0% | +100.7% | -99.7% | -24.0% |
| 1Y | +4.3% | +146.9% | -142.6% | -27.5% |
| 3Y | +9.9% | +456.8% | -446.9% | -53.4% |
| 5Y | -6.8% | +89.2% | -96.0% | -43.2% |
| 10Y | +614.7% | +426.9% | +187.8% | +147.5% |
| All | +2,417.1% | +836.6% | +1,580.5% | +373.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling