+707.9%
P vs SMTC
+365.8%
+342.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +12.8% | -6.5% | +1.2% |
| 7D | -9.6% | -4.8% | -4.8% | -8.1% |
| 30D | -33.4% | -37.8% | +4.4% | -20.1% |
| 3M | +14.2% | -16.5% | +30.7% | +19.3% |
| 6M | +31.6% | -4.4% | +36.0% | +26.8% |
| YTD | +53.5% | +58.0% | -4.6% | +18.3% |
| 1Y | +14.2% | +62.0% | -47.8% | -13.1% |
| 3Y | +190.5% | +745.7% | -555.2% | -9.7% |
| 5Y | +256.3% | +29.0% | +227.3% | +153.3% |
| 10Y | +707.9% | +351.4% | +356.5% | +328.2% |
| All | +707.9% | +365.8% | +342.1% | +328.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling