-16.6%
SLB vs SMTC
+365.8%
-382.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.8% | -11.9% | -1.5% |
| 7D | -3.7% | -4.8% | +1.2% | -3.5% |
| 30D | +2.9% | -37.8% | +40.7% | +11.1% |
| 3M | +0.2% | -16.5% | +16.7% | +0.6% |
| 6M | -4.4% | -4.4% | 0.0% | -9.0% |
| YTD | +33.4% | +58.0% | -24.6% | +12.2% |
| 1Y | +40.8% | +62.0% | -21.2% | +17.1% |
| 3Y | +3.2% | +745.7% | -742.5% | -53.7% |
| 5Y | +64.8% | +29.0% | +35.8% | +31.0% |
| 10Y | -16.6% | +351.4% | -367.9% | -52.1% |
| All | -16.6% | +365.8% | -382.4% | -52.1% |
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