-8.3%
SMTC vs CG
-16.3%
+8.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.4% | +11.7% | +10.4% |
| 7D | +12.9% | -3.8% | +16.7% | +12.0% |
| 30D | -25.6% | +7.5% | -33.1% | -23.8% |
| 3M | -4.5% | -14.4% | +9.8% | -2.2% |
| 6M | -8.3% | -15.7% | +7.4% | -8.5% |
| All | -8.3% | -16.3% | +8.1% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling