+351.4%
SMTC vs CAPR
-64.9%
+416.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +9.4% | +3.4% | +12.5% |
| 7D | -4.8% | +36.0% | -40.9% | -5.7% |
| 30D | -37.8% | +25.8% | -63.6% | -38.3% |
| 3M | -16.5% | +140.8% | -157.3% | -19.1% |
| 6M | -4.4% | -67.6% | +63.2% | -3.4% |
| YTD | +58.0% | -65.9% | +123.9% | +59.2% |
| 1Y | +62.0% | +66.1% | -4.1% | +45.5% |
| 3Y | +745.7% | +256.9% | +488.8% | +600.7% |
| 5Y | +29.0% | +172.1% | -143.1% | +5.8% |
| 10Y | +351.4% | -64.7% | +416.1% | +243.7% |
| All | +351.4% | -64.9% | +416.3% | +243.7% |
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