+284.7%
P vs SMTC
+26.3%
+258.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.1% | -0.5% |
| 7D | +11.6% | +11.0% | +0.6% | +7.3% |
| 30D | -23.7% | -28.5% | +4.8% | -14.8% |
| 3M | -8.0% | -14.2% | +6.2% | -4.8% |
| 6M | +27.9% | -18.0% | +45.9% | +30.9% |
| YTD | +61.2% | +55.5% | +5.7% | +31.6% |
| 1Y | +28.6% | +69.5% | -40.9% | +1.9% |
| 3Y | +200.5% | +699.7% | -499.2% | +27.2% |
| All | +284.7% | +26.3% | +258.4% | +270.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling