+108.5%
RF vs SMTC
+597.8%
-489.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.7% | -13.1% | -1.6% |
| 7D | -0.9% | -19.0% | +18.1% | +0.8% |
| 30D | +6.0% | -46.7% | +52.8% | +12.1% |
| 3M | -8.9% | -23.4% | +14.5% | -8.2% |
| 6M | +2.3% | -13.4% | +15.7% | -0.4% |
| YTD | +7.6% | +40.1% | -32.5% | -3.4% |
| 1Y | +21.2% | +47.7% | -26.5% | +7.6% |
| 3Y | +108.5% | +606.9% | -498.4% | +17.6% |
| All | +108.5% | +597.8% | -489.3% | +17.6% |
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