+359.4%
SMTC vs CAPR
-63.2%
+422.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.7% | +4.1% | -4.3% |
| 7D | +30.5% | +19.1% | +11.4% | +29.8% |
| 30D | -30.9% | +48.8% | -79.7% | -31.8% |
| 3M | -14.7% | +144.4% | -159.1% | -17.5% |
| 6M | -9.6% | -67.5% | +57.9% | -8.6% |
| YTD | +62.1% | -64.5% | +126.6% | +63.0% |
| 1Y | +66.6% | +74.4% | -7.9% | +49.4% |
| 3Y | +718.1% | +265.7% | +452.4% | +576.7% |
| 5Y | +32.8% | +196.0% | -163.2% | +8.4% |
| All | +359.4% | -63.2% | +422.6% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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