+82.6%
SMR vs SMTC
+565.9%
-483.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.7% |
| 7D | +13.1% | +22.5% | -9.4% | +2.5% |
| 30D | +17.8% | +24.9% | -7.1% | +3.2% |
| 3M | +8.1% | +4.1% | +4.0% | +1.8% |
| 6M | -11.1% | +92.6% | -103.7% | -40.0% |
| YTD | -23.7% | +122.5% | -146.2% | -52.5% |
| 1Y | -69.4% | +166.2% | -235.6% | -82.7% |
| All | +82.6% | +565.9% | -483.3% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling