+116.4%
RF vs SMTC
+709.5%
-593.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | +0.3% | -10.9% | +11.3% | +1.1% |
| 30D | +6.2% | -39.4% | +45.6% | +10.7% |
| 3M | -7.8% | -13.5% | +5.7% | -8.3% |
| 6M | +5.9% | -6.8% | +12.8% | +2.4% |
| YTD | +9.0% | +54.0% | -45.0% | -3.0% |
| 1Y | +19.3% | +50.8% | -31.5% | +6.1% |
| 3Y | +116.4% | +677.3% | -560.9% | +24.1% |
| All | +116.4% | +709.5% | -593.0% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling