-2.5%
SLB vs SMTC
+499.9%
-502.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.0% | -10.7% | -2.7% |
| 7D | +0.4% | +22.9% | -22.5% | -3.8% |
| 30D | +13.6% | +16.6% | -3.1% | +9.1% |
| 3M | +1.5% | +2.4% | -0.9% | -1.6% |
| 6M | +23.0% | +98.3% | -75.2% | +2.0% |
| YTD | +51.2% | +120.7% | -69.5% | +21.6% |
| 1Y | +63.5% | +168.3% | -104.8% | +24.3% |
| 3Y | +2.5% | +571.7% | -569.2% | -48.4% |
| 5Y | +139.2% | +114.0% | +25.2% | +68.3% |
| All | -2.5% | +499.9% | -502.4% | -52.6% |
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 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