+288.0%
SMTC vs CAI
-8.1%
+296.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.0% | +11.0% | +10.1% |
| 7D | +22.9% | +0.2% | +22.8% | +22.9% |
| 30D | +16.6% | +9.1% | +7.5% | +14.2% |
| 3M | +2.4% | +53.8% | -51.4% | -7.5% |
| 6M | +98.3% | +33.5% | +64.8% | +82.3% |
| YTD | +120.7% | -8.0% | +128.7% | +108.8% |
| 1Y | +168.3% | -28.7% | +197.0% | +155.8% |
| All | +288.0% | -8.1% | +296.1% | +257.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling