+927.0%
SMTC vs CAPR
-99.1%
+1,026.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.3% | +7.9% | +9.2% |
| 7D | +12.7% | -2.0% | +14.7% | +12.8% |
| 30D | +22.0% | +139.2% | -117.2% | +19.7% |
| 3M | -12.7% | -66.4% | +53.7% | -12.0% |
| 6M | +64.8% | -63.1% | +127.9% | +65.8% |
| YTD | +100.7% | -67.4% | +168.1% | +102.1% |
| 1Y | +146.9% | +58.2% | +88.6% | +131.7% |
| 3Y | +456.8% | +42.2% | +414.6% | +412.3% |
| 5Y | +89.2% | +87.3% | +2.0% | +71.8% |
| 10Y | +426.9% | -75.3% | +502.1% | +360.6% |
| All | +927.0% | -99.1% | +1,026.1% | +779.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling