-30.3%
PL vs SMTC
+56.1%
-86.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -4.9% |
| 7D | -9.3% | +12.7% | -22.1% | -13.8% |
| 30D | -18.9% | +22.0% | -40.9% | -26.9% |
| 3M | -58.4% | -12.7% | -45.7% | -56.6% |
| 6M | -30.3% | +64.8% | -95.1% | -37.5% |
| All | -30.3% | +56.1% | -86.4% | -37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling