+527.9%
SMTC vs CG
+324.5%
+203.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +3.3% |
| 7D | +22.5% | -6.4% | +28.9% | +27.2% |
| 30D | +24.9% | -7.1% | +31.9% | +29.0% |
| 3M | +4.1% | -1.6% | +5.7% | +3.2% |
| 6M | +92.6% | -8.3% | +100.9% | +97.6% |
| YTD | +122.5% | -23.8% | +146.3% | +154.1% |
| 1Y | +166.2% | -28.7% | +195.0% | +214.0% |
| 3Y | +577.2% | +49.2% | +528.0% | +409.0% |
| 5Y | +119.0% | +5.5% | +113.5% | +93.5% |
| 10Y | +527.9% | +331.2% | +196.6% | +193.9% |
| All | +527.9% | +324.5% | +203.4% | +193.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling