+5,289.3%
O vs SMTC
+39,970.4%
-34,681.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.3% | -0.9% |
| 7D | +0.6% | +12.9% | -12.3% | -0.8% |
| 30D | +9.4% | -25.6% | +35.0% | +11.4% |
| 3M | -2.4% | -4.5% | +2.2% | -3.6% |
| 6M | -1.9% | -8.3% | +6.4% | -3.9% |
| YTD | +10.5% | +69.9% | -59.5% | +1.1% |
| 1Y | +10.0% | +73.9% | -63.9% | +0.2% |
| 3Y | +40.5% | +757.7% | -717.2% | +2.0% |
| 5Y | +10.2% | +38.7% | -28.5% | -5.5% |
| 10Y | +82.5% | +376.1% | -293.7% | +33.9% |
| All | +5,289.3% | +39,970.4% | -34,681.1% | +4,270.3% |
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