+299.0%
SMTC vs CAI
-9.9%
+308.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.8% | +4.9% |
| 7D | +13.1% | -2.9% | +16.0% | +13.7% |
| 30D | +19.5% | +9.3% | +10.1% | +17.0% |
| 3M | +2.2% | +35.2% | -33.0% | -5.3% |
| 6M | +94.9% | +30.7% | +64.2% | +79.8% |
| YTD | +127.0% | -9.8% | +136.7% | +115.5% |
| 1Y | +174.6% | -28.9% | +203.4% | +162.4% |
| All | +299.0% | -9.9% | +308.9% | +269.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling