+648.6%
P vs SMTC
+516.8%
+131.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -1.9% |
| 7D | -4.1% | +17.5% | -21.7% | -10.3% |
| 30D | -14.0% | +21.3% | -35.3% | -21.4% |
| 3M | +41.4% | +3.1% | +38.3% | +35.5% |
| 6M | +54.2% | +81.7% | -27.5% | +14.2% |
| YTD | +40.4% | +115.9% | -75.5% | -3.4% |
| 1Y | +16.0% | +157.8% | -141.9% | -26.7% |
| 3Y | +140.7% | +557.3% | -416.6% | -16.4% |
| 5Y | +256.3% | +114.7% | +141.6% | +102.6% |
| All | +648.6% | +516.8% | +131.8% | +178.8% |
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