+5,286.6%
O vs SMTC
+36,216.8%
-30,930.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | +3.5% | -10.9% | +14.5% | +4.2% |
| 30D | +10.4% | -39.4% | +49.8% | +14.5% |
| 3M | -2.4% | -13.5% | +11.1% | -2.7% |
| 6M | -1.2% | -6.8% | +5.6% | -3.5% |
| YTD | +10.4% | +54.0% | -43.6% | +1.9% |
| 1Y | +11.4% | +50.8% | -39.3% | +2.9% |
| 3Y | +40.4% | +677.3% | -636.9% | +2.9% |
| 5Y | +12.1% | +28.7% | -16.6% | -3.2% |
| 10Y | +82.7% | +339.9% | -257.2% | +35.1% |
| All | +5,286.6% | +36,216.8% | -30,930.2% | +4,308.1% |
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