+571.7%
SMTC vs CG
+56.8%
+514.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.2% | +12.1% | +11.5% |
| 7D | +22.9% | -1.3% | +24.2% | +23.7% |
| 30D | +16.6% | -3.2% | +19.8% | +17.5% |
| 3M | +2.4% | +6.2% | -3.8% | -4.4% |
| 6M | +98.3% | -4.7% | +102.9% | +98.0% |
| YTD | +120.7% | -20.6% | +141.3% | +150.7% |
| 1Y | +168.3% | -26.4% | +194.6% | +219.5% |
| 3Y | +571.7% | +55.4% | +516.3% | +230.5% |
| All | +571.7% | +56.8% | +514.9% | +230.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling