+520.9%
SMTC vs CBRE
+2,234.5%
-1,713.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.6% | +9.8% | +9.4% |
| 7D | +12.7% | -2.0% | +14.7% | +13.3% |
| 30D | +22.0% | -2.2% | +24.2% | +22.1% |
| 3M | -12.7% | +12.9% | -25.6% | -17.0% |
| 6M | +64.8% | +4.3% | +60.5% | +60.4% |
| YTD | +100.7% | -8.0% | +108.7% | +101.6% |
| 1Y | +146.9% | -8.6% | +155.5% | +148.2% |
| 3Y | +456.8% | +71.9% | +384.9% | +372.3% |
| 5Y | +89.2% | +50.0% | +39.2% | +67.0% |
| 10Y | +426.9% | +390.1% | +36.8% | +245.7% |
| All | +520.9% | +2,234.5% | -1,713.6% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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