+239.8%
RF vs SMTC
+334.8%
-95.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.2% |
| 7D | +0.3% | -10.9% | +11.3% | +1.9% |
| 30D | +6.2% | -39.4% | +45.6% | +16.2% |
| 3M | -7.8% | -13.5% | +5.7% | -8.8% |
| 6M | +5.9% | -6.8% | +12.8% | -1.0% |
| YTD | +9.0% | +54.0% | -45.0% | -12.5% |
| 1Y | +19.3% | +50.8% | -31.5% | -4.4% |
| 3Y | +116.4% | +677.3% | -560.9% | -14.4% |
| 5Y | +46.0% | +28.7% | +17.3% | +5.9% |
| 10Y | +239.8% | +339.9% | -100.1% | +73.2% |
| All | +239.8% | +334.8% | -95.0% | +73.2% |
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