+1,407.5%
RF vs SMTC
+38,957.1%
-37,549.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -17.5% | +15.4% | +0.1% |
| 7D | -1.6% | -35.0% | +33.4% | +3.4% |
| 30D | +5.0% | -53.6% | +58.6% | +14.7% |
| 3M | -10.0% | -24.5% | +14.5% | -8.7% |
| 6M | +3.3% | -19.0% | +22.3% | +2.2% |
| YTD | +7.9% | +24.2% | -16.3% | 0.0% |
| 1Y | +21.2% | +35.6% | -14.4% | +10.7% |
| 3Y | +105.8% | +521.9% | -416.1% | +44.6% |
| 5Y | +43.7% | +1.5% | +42.3% | +24.2% |
| 10Y | +289.4% | +274.7% | +14.7% | +186.1% |
| All | +1,407.5% | +38,957.1% | -37,549.5% | +854.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling