-13.4%
SMTC vs CAPR
-72.8%
+59.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.7% | +8.1% | +12.4% |
| 7D | -19.0% | +41.1% | -60.0% | -20.8% |
| 30D | -46.7% | +11.1% | -57.8% | -47.0% |
| 3M | -23.4% | +115.3% | -138.7% | -28.3% |
| 6M | -13.4% | -73.8% | +60.4% | +5.4% |
| All | -13.4% | -72.8% | +59.4% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling