+453.7%
SMTC vs CG
+351.2%
+102.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.9% | +10.1% |
| 7D | +12.7% | -4.3% | +17.1% | +15.4% |
| 30D | +22.0% | -5.1% | +27.1% | +24.2% |
| 3M | -12.7% | +8.7% | -21.3% | -17.7% |
| 6M | +64.8% | -9.2% | +74.0% | +70.4% |
| YTD | +100.7% | -18.9% | +119.6% | +118.8% |
| 1Y | +146.9% | -25.6% | +172.5% | +180.2% |
| 3Y | +456.8% | +57.3% | +399.5% | +329.3% |
| 5Y | +89.2% | +10.2% | +79.1% | +68.8% |
| 10Y | +426.9% | +364.2% | +62.6% | +160.9% |
| All | +453.7% | +351.2% | +102.5% | +161.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling