+30.3%
O vs SMTC
+556.3%
-525.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.0% | -10.3% | -0.5% |
| 7D | -0.6% | +22.9% | -23.5% | -0.7% |
| 30D | -2.0% | +16.6% | -18.6% | -2.1% |
| 3M | +3.0% | +2.4% | +0.6% | +3.0% |
| 6M | -3.6% | +98.3% | -101.9% | -5.2% |
| YTD | +12.1% | +120.7% | -108.6% | +9.9% |
| 1Y | +8.9% | +168.3% | -159.4% | +6.2% |
| 3Y | +30.3% | +571.7% | -541.4% | +9.2% |
| All | +30.3% | +556.3% | -525.9% | +9.2% |
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