+72.2%
SMTC vs CG
-14.1%
+86.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.5% | -17.4% | -13.5% |
| 7D | -24.5% | +9.4% | -33.9% | -25.7% |
| 30D | -42.5% | +8.7% | -51.2% | -43.2% |
| 3M | -14.1% | -15.0% | +0.9% | -9.1% |
| 6M | +3.6% | -13.2% | +16.8% | +7.9% |
| YTD | +50.6% | -26.2% | +76.7% | +65.7% |
| 1Y | +72.2% | -14.1% | +86.3% | +70.6% |
| All | +72.2% | -14.1% | +86.3% | +70.6% |
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