+261.5%
RF vs SMTC
+365.8%
-104.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.8% | -10.6% | -0.6% |
| 7D | -0.1% | -4.8% | +4.7% | -0.1% |
| 30D | +7.0% | -37.8% | +44.9% | +16.5% |
| 3M | -7.0% | -16.5% | +9.5% | -7.2% |
| 6M | +6.8% | -4.4% | +11.2% | -0.7% |
| YTD | +9.9% | +58.0% | -48.1% | -12.3% |
| 1Y | +21.1% | +62.0% | -40.9% | -4.6% |
| 3Y | +119.6% | +745.7% | -626.1% | -15.5% |
| 5Y | +46.2% | +29.0% | +17.2% | +6.5% |
| 10Y | +261.5% | +351.4% | -89.8% | +90.2% |
| All | +261.5% | +365.8% | -104.3% | +90.2% |
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