-14.3%
SLB vs SMTC
+373.4%
-387.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.3% | -8.2% | +0.2% |
| 7D | -1.2% | +12.9% | -14.0% | -4.0% |
| 30D | +4.5% | -25.6% | +30.1% | +9.1% |
| 3M | -4.6% | -4.5% | 0.0% | -6.7% |
| 6M | -6.3% | -8.3% | +2.0% | -9.8% |
| YTD | +35.0% | +69.9% | -35.0% | +11.9% |
| 1Y | +38.8% | +73.9% | -35.1% | +13.9% |
| 3Y | +3.3% | +757.7% | -754.4% | -53.5% |
| 5Y | +73.6% | +38.7% | +34.9% | +36.0% |
| All | -14.3% | +373.4% | -387.7% | -51.9% |
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