+146.9%
SMTC vs CG
-24.3%
+171.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.9% | +9.7% |
| 7D | +12.7% | -4.3% | +17.1% | +14.0% |
| 30D | +22.0% | -5.1% | +27.1% | +23.2% |
| 3M | -12.7% | +8.7% | -21.3% | -15.9% |
| 6M | +64.8% | -9.2% | +74.0% | +67.1% |
| YTD | +100.7% | -18.9% | +119.5% | +110.4% |
| 1Y | +146.9% | -25.6% | +172.5% | +138.6% |
| All | +146.9% | -24.3% | +171.2% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling