-14.4%
SMR vs SMTC
+140.4%
-154.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +5.1% | -20.8% | -17.8% |
| 7D | -11.2% | +13.1% | -24.3% | -15.9% |
| 30D | -10.2% | +19.5% | -29.7% | -18.5% |
| 3M | -10.0% | +2.2% | -12.3% | -14.2% |
| 6M | -30.5% | +94.9% | -125.3% | -50.6% |
| YTD | -39.2% | +127.0% | -166.2% | -59.8% |
| 1Y | -75.5% | +174.6% | -250.1% | -85.1% |
| 3Y | +45.4% | +615.9% | -570.5% | -45.1% |
| All | -14.4% | +140.4% | -154.8% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling