-53.7%
SMR vs SMTC
+64.7%
-118.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.7% | -1.6% |
| 7D | -8.3% | +11.0% | -19.3% | -12.5% |
| 30D | -20.1% | -28.5% | +8.4% | -9.4% |
| 3M | -52.7% | -14.2% | -38.5% | -52.0% |
| 6M | -61.0% | -18.0% | -43.0% | -60.4% |
| YTD | -67.1% | +55.5% | -122.6% | -75.2% |
| 1Y | -79.9% | +69.5% | -149.4% | -85.3% |
| 3Y | +101.7% | +699.7% | -597.9% | -22.7% |
| All | -53.7% | +64.7% | -118.4% | -77.6% |
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