+1,402.2%
RF vs SMTC
+43,936.3%
-42,534.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.7% | -13.1% | -2.0% |
| 7D | -0.9% | -19.0% | +18.1% | +1.3% |
| 30D | +6.0% | -46.7% | +52.8% | +13.7% |
| 3M | -8.9% | -23.4% | +14.5% | -7.7% |
| 6M | +2.3% | -13.4% | +15.7% | +0.3% |
| YTD | +7.6% | +40.1% | -32.5% | -2.0% |
| 1Y | +21.2% | +47.7% | -26.5% | +9.3% |
| 3Y | +108.5% | +606.9% | -498.4% | +44.0% |
| 5Y | +43.2% | +14.4% | +28.8% | +21.8% |
| 10Y | +288.1% | +322.5% | -34.4% | +180.5% |
| All | +1,402.2% | +43,936.3% | -42,534.0% | +836.0% |
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