-69.4%
PL vs SMTC
-16.5%
-52.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -17.5% | +7.4% | -2.5% |
| 7D | -20.5% | -35.0% | +14.5% | -4.8% |
| 30D | -38.8% | -53.6% | +14.8% | -16.0% |
| 3M | -49.1% | -24.5% | -24.6% | -46.7% |
| 6M | -69.4% | -19.0% | -50.4% | -67.7% |
| All | -69.4% | -16.5% | -52.9% | -67.7% |
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 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