+11.2%
P vs SMTC
+57.1%
-45.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +12.8% | -6.5% | +1.0% |
| 7D | -9.6% | -4.8% | -4.8% | -8.1% |
| 30D | -33.4% | -37.8% | +4.4% | -20.9% |
| 3M | +14.2% | -16.5% | +30.7% | +19.1% |
| 6M | +31.6% | -4.4% | +36.0% | +24.9% |
| YTD | +53.5% | +58.0% | -4.6% | +13.2% |
| All | +11.2% | +57.1% | -45.9% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling