-79.9%
SMR vs SMTC
+63.0%
-142.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.7% | -1.5% |
| 7D | -8.3% | +11.0% | -19.3% | -12.8% |
| 30D | -20.1% | -28.5% | +8.4% | -9.6% |
| 3M | -52.7% | -14.2% | -38.5% | -52.7% |
| 6M | -61.0% | -18.0% | -43.0% | -61.7% |
| YTD | -67.1% | +55.5% | -122.6% | -79.1% |
| 1Y | -79.9% | +69.5% | -149.4% | -88.5% |
| All | -79.9% | +63.0% | -142.9% | -88.5% |
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