+1.5%
SMR vs SMTC
+128.7%
-127.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.6% | -4.3% |
| 7D | +4.7% | +17.5% | -12.8% | -2.2% |
| 30D | +3.2% | +21.3% | -18.1% | -6.8% |
| 3M | +9.9% | +3.1% | +6.8% | +4.9% |
| 6M | -15.1% | +81.7% | -96.8% | -37.6% |
| YTD | -27.9% | +115.9% | -143.9% | -51.1% |
| 1Y | -70.2% | +157.8% | -228.1% | -81.3% |
| 3Y | +72.5% | +557.3% | -484.8% | -32.7% |
| All | +1.5% | +128.7% | -127.2% | -55.9% |
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