+15.7%
RF vs SMTC
+154.8%
-139.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.3% | -0.4% |
| 7D | +1.3% | +12.7% | -11.4% | +0.9% |
| 30D | -3.6% | +22.0% | -25.6% | -4.5% |
| 3M | +8.1% | -12.7% | +20.8% | +8.4% |
| 6M | +11.5% | +64.8% | -53.3% | +5.0% |
| YTD | +15.6% | +100.7% | -85.1% | +7.5% |
| 1Y | +15.7% | +146.9% | -131.2% | +8.0% |
| All | +15.7% | +154.8% | -139.1% | +8.0% |
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