+147.7%
P vs SMTC
+463.0%
-315.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.2% | -7.8% | -1.5% |
| 7D | +6.5% | +12.7% | -6.2% | +2.4% |
| 30D | +18.8% | +22.0% | -3.1% | +10.1% |
| 3M | +26.7% | -12.7% | +39.4% | +29.3% |
| 6M | +62.2% | +64.8% | -2.6% | +32.5% |
| YTD | +48.5% | +100.7% | -52.2% | +14.0% |
| 1Y | +26.4% | +146.9% | -120.5% | -9.7% |
| All | +147.7% | +463.0% | -315.2% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling