+146.9%
SMTC vs CAI
-31.3%
+178.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.0% | +10.2% | +9.4% |
| 7D | +12.7% | -2.2% | +14.9% | +13.2% |
| 30D | +22.0% | +52.4% | -30.4% | +9.6% |
| 3M | -12.7% | +45.1% | -57.8% | -21.0% |
| 6M | +64.8% | +26.2% | +38.5% | +50.6% |
| YTD | +100.7% | -7.1% | +107.8% | +86.5% |
| 1Y | +146.9% | -31.0% | +177.9% | +129.8% |
| All | +146.9% | -31.3% | +178.1% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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