-85.6%
SMR vs SMTC
+70.8%
-156.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -12.9% | +8.4% | +0.9% |
| 7D | -9.5% | -24.5% | +15.0% | +1.2% |
| 30D | -33.2% | -42.5% | +9.3% | -16.5% |
| 3M | -45.9% | -14.1% | -31.9% | -46.5% |
| 6M | -57.9% | +3.6% | -61.5% | -63.3% |
| YTD | -63.8% | +50.6% | -114.4% | -76.2% |
| 1Y | -85.6% | +72.2% | -157.8% | -91.4% |
| All | -85.6% | +70.8% | -156.4% | -91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling