+97.5%
REGN vs SMTC
+548.2%
-450.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -2.1% |
| 7D | -5.6% | +13.1% | -18.7% | -7.0% |
| 30D | -2.0% | +19.5% | -21.4% | -4.5% |
| 3M | +28.0% | +2.2% | +25.7% | +25.6% |
| 6M | +1.2% | +94.9% | -93.7% | -9.7% |
| YTD | +1.6% | +127.0% | -125.3% | -11.4% |
| 1Y | +38.2% | +174.6% | -136.3% | +16.6% |
| 3Y | -5.4% | +615.9% | -621.3% | -37.7% |
| 5Y | +21.3% | +125.6% | -104.3% | -2.6% |
| All | +97.5% | +548.2% | -450.8% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling