+340.4%
RF vs SMTC
+434.3%
-93.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.3% | -2.2% |
| 7D | +1.3% | +12.7% | -11.4% | -1.6% |
| 30D | -3.6% | +22.0% | -25.6% | -9.2% |
| 3M | +8.1% | -12.7% | +20.8% | +7.9% |
| 6M | +11.5% | +64.8% | -53.3% | -7.8% |
| YTD | +15.6% | +100.7% | -85.1% | -9.9% |
| 1Y | +15.7% | +146.9% | -131.2% | -16.1% |
| 3Y | +86.9% | +456.8% | -369.9% | -13.0% |
| 5Y | +89.8% | +89.2% | +0.6% | +26.5% |
| All | +340.4% | +434.3% | -93.8% | +86.9% |
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