-4.5%
SLB vs SMTC
+597.8%
-602.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.7% | -12.2% | -0.5% |
| 7D | -7.1% | -19.0% | +11.9% | -5.7% |
| 30D | +4.1% | -46.7% | +50.8% | +8.8% |
| 3M | -2.6% | -23.4% | +20.8% | -1.7% |
| 6M | -8.6% | -13.4% | +4.9% | -9.4% |
| YTD | +32.2% | +40.1% | -7.9% | +25.0% |
| 1Y | +40.7% | +47.7% | -7.0% | +32.1% |
| 3Y | -4.5% | +606.9% | -611.4% | -23.0% |
| All | -4.5% | +597.8% | -602.4% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling