+699.7%
SMTC vs CAPR
+239.1%
+460.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.9% | +2.9% | -3.9% |
| 7D | +11.0% | +5.9% | +5.1% | +10.9% |
| 30D | -28.5% | +44.6% | -73.1% | -29.0% |
| 3M | -14.2% | +126.4% | -140.6% | -15.7% |
| 6M | -18.0% | -68.6% | +50.6% | -17.6% |
| YTD | +55.5% | -67.0% | +122.5% | +56.1% |
| 1Y | +69.5% | +65.2% | +4.4% | +60.5% |
| 3Y | +699.7% | +235.6% | +464.1% | +428.4% |
| All | +699.7% | +239.1% | +460.5% | +428.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling