+818.8%
SLB vs SMTC
+43,936.3%
-43,117.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.7% | -12.2% | -0.8% |
| 7D | -7.1% | -19.0% | +11.9% | -5.2% |
| 30D | +4.1% | -46.7% | +50.8% | +10.8% |
| 3M | -2.6% | -23.4% | +20.8% | -1.3% |
| 6M | -8.6% | -13.4% | +4.9% | -9.6% |
| YTD | +32.2% | +40.1% | -7.9% | +22.9% |
| 1Y | +40.7% | +47.7% | -7.0% | +29.7% |
| 3Y | -4.5% | +606.9% | -611.4% | -30.4% |
| 5Y | +66.4% | +14.4% | +52.0% | +44.8% |
| 10Y | -15.1% | +322.5% | -337.6% | -35.8% |
| All | +818.8% | +43,936.3% | -43,117.5% | +507.2% |
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