+0.7%
PL vs SMTC
+50.9%
-50.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +12.7% | -2.4% | +5.1% |
| 7D | -6.8% | -19.0% | +12.1% | +0.9% |
| 30D | -29.3% | -46.7% | +17.4% | -10.6% |
| 3M | -44.8% | -23.4% | -21.3% | -41.0% |
| 6M | -68.4% | -13.4% | -55.0% | -66.9% |
| YTD | -36.4% | +40.1% | -76.4% | -45.4% |
| 1Y | +0.7% | +47.7% | -47.0% | -19.7% |
| All | +0.7% | +50.9% | -50.2% | -19.7% |
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 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