+66.6%
SMTC vs CG
-26.5%
+93.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.3% | -3.5% |
| 7D | +30.5% | -1.5% | +32.0% | +31.1% |
| 30D | -30.9% | +5.7% | -36.6% | -31.3% |
| 3M | -14.7% | -17.9% | +3.2% | -9.5% |
| 6M | -9.6% | -20.2% | +10.6% | -3.2% |
| YTD | +62.1% | -32.0% | +94.1% | +82.3% |
| 1Y | +66.6% | -27.0% | +93.6% | +78.2% |
| All | +66.6% | -26.5% | +93.0% | +78.2% |
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