+403.1%
PL vs SMTC
+518.9%
-115.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -17.5% | +7.4% | -4.4% |
| 7D | -20.5% | -35.0% | +14.5% | -9.0% |
| 30D | -38.8% | -53.6% | +14.8% | -22.4% |
| 3M | -49.1% | -24.5% | -24.6% | -45.8% |
| 6M | -69.4% | -19.0% | -50.4% | -67.8% |
| YTD | -42.3% | +24.2% | -66.6% | -47.2% |
| 1Y | -14.2% | +35.6% | -49.8% | -23.4% |
| All | +403.1% | +518.9% | -115.8% | +137.5% |
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