+14.0%
SMTC vs CAPR
+142.6%
-128.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.7% | +8.1% | +12.6% |
| 7D | -19.0% | +41.1% | -60.0% | -19.7% |
| 30D | -46.7% | +11.1% | -57.8% | -46.9% |
| 3M | -23.4% | +115.3% | -138.7% | -25.2% |
| 6M | -13.4% | -73.8% | +60.4% | -12.3% |
| YTD | +40.1% | -68.8% | +108.9% | +41.1% |
| 1Y | +47.7% | +43.3% | +4.4% | +36.8% |
| 3Y | +606.9% | +214.7% | +392.2% | +422.2% |
| All | +14.0% | +142.6% | -128.6% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling