+168.3%
SMTC vs CAPR
+35.6%
+132.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.6% | +13.6% | +10.0% |
| 7D | +22.9% | -9.5% | +32.4% | +23.0% |
| 30D | +16.6% | +121.5% | -104.9% | +16.1% |
| 3M | +2.4% | -65.4% | +67.8% | +2.4% |
| 6M | +98.3% | -67.5% | +165.8% | +98.3% |
| YTD | +120.7% | -68.6% | +189.3% | +120.7% |
| 1Y | +168.3% | +42.7% | +125.6% | +181.0% |
| All | +168.3% | +35.6% | +132.6% | +181.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling