+401.4%
SMTC vs CBRE
+1,992.7%
-1,591.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.2% |
| 7D | +30.5% | -2.8% | +33.3% | +31.6% |
| 30D | -30.9% | +2.2% | -33.1% | -31.7% |
| 3M | -14.7% | -10.1% | -4.6% | -13.1% |
| 6M | -9.6% | -8.0% | -1.6% | -9.5% |
| YTD | +62.1% | -17.6% | +79.7% | +66.8% |
| 1Y | +66.6% | -14.7% | +81.3% | +69.8% |
| 3Y | +718.1% | +80.4% | +637.7% | +579.8% |
| 5Y | +32.8% | +25.9% | +6.9% | +22.2% |
| 10Y | +354.1% | +379.5% | -25.4% | +199.4% |
| All | +401.4% | +1,992.7% | -1,591.3% | +58.9% |
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