+213.6%
RF vs SMTC
+333.2%
-119.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +2.1% |
| 7D | +1.9% | +11.0% | -9.1% | -0.7% |
| 30D | +7.3% | -28.5% | +35.8% | +13.3% |
| 3M | -7.9% | -14.2% | +6.3% | -8.8% |
| 6M | +10.5% | -18.0% | +28.5% | +7.0% |
| YTD | +9.6% | +55.5% | -45.9% | -12.4% |
| 1Y | +20.3% | +69.5% | -49.2% | -6.6% |
| 3Y | +119.5% | +699.7% | -580.1% | -14.2% |
| 5Y | +48.2% | +27.4% | +20.8% | +8.0% |
| All | +213.6% | +333.2% | -119.6% | +51.4% |
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