-3.6%
SMR vs SMTC
+112.6%
-116.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.7% | -4.4% |
| 7D | +4.4% | +12.7% | -8.3% | -1.0% |
| 30D | +3.4% | +22.0% | -18.6% | -7.4% |
| 3M | -19.2% | -12.7% | -6.5% | -17.1% |
| 6M | -22.6% | +64.8% | -87.4% | -40.8% |
| YTD | -31.5% | +100.7% | -132.2% | -52.2% |
| 1Y | -73.1% | +146.9% | -220.0% | -82.8% |
| 3Y | +55.0% | +456.8% | -401.9% | -36.8% |
| All | -3.6% | +112.6% | -116.2% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling