+5,387.7%
O vs SMTC
+47,224.8%
-41,837.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.2% | -10.0% | -1.6% |
| 7D | -0.7% | +12.7% | -13.5% | -1.9% |
| 30D | -1.9% | +22.0% | -23.9% | -4.1% |
| 3M | +3.8% | -12.7% | +16.5% | +3.8% |
| 6M | -4.7% | +64.8% | -69.5% | -11.1% |
| YTD | +12.5% | +100.7% | -88.2% | +2.7% |
| 1Y | +10.8% | +146.9% | -136.1% | -1.4% |
| 3Y | +28.8% | +456.8% | -428.0% | -1.1% |
| 5Y | +13.2% | +89.2% | -76.0% | -4.8% |
| 10Y | +53.5% | +426.9% | -373.4% | +13.0% |
| All | +5,387.7% | +47,224.8% | -41,837.1% | +4,339.6% |
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 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