+165.6%
SMTC vs CG
-28.9%
+194.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.8% |
| 7D | +22.5% | -6.4% | +28.9% | +24.4% |
| 30D | +24.9% | -7.1% | +31.9% | +26.3% |
| 3M | +4.1% | -1.6% | +5.7% | +3.0% |
| 6M | +92.6% | -8.3% | +100.9% | +93.4% |
| YTD | +122.5% | -23.8% | +146.3% | +137.2% |
| All | +165.6% | -28.9% | +194.5% | +157.2% |
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