+40.4%
O vs SMTC
+709.5%
-669.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | 0.0% |
| 7D | +3.5% | -10.9% | +14.5% | +3.5% |
| 30D | +10.4% | -39.4% | +49.8% | +10.3% |
| 3M | -2.4% | -13.5% | +11.1% | -2.6% |
| 6M | -1.2% | -6.8% | +5.6% | -1.6% |
| YTD | +10.4% | +54.0% | -43.6% | +9.1% |
| 1Y | +11.4% | +50.8% | -39.3% | +10.1% |
| 3Y | +40.4% | +677.3% | -636.9% | +23.6% |
| All | +40.4% | +709.5% | -669.1% | +23.6% |
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