+368.8%
SMTC vs CG
+295.0%
+73.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.4% | +11.7% | +11.1% |
| 7D | +12.9% | -3.8% | +16.7% | +16.0% |
| 30D | -25.6% | +7.5% | -33.1% | -28.9% |
| 3M | -4.5% | -14.4% | +9.8% | +1.9% |
| 6M | -8.3% | -15.7% | +7.4% | -2.0% |
| YTD | +69.9% | -29.0% | +98.9% | +97.1% |
| 1Y | +73.9% | -22.1% | +96.0% | +91.6% |
| 3Y | +757.7% | +49.1% | +708.5% | +571.8% |
| 5Y | +38.7% | -18.4% | +57.1% | +42.7% |
| 10Y | +376.1% | +295.1% | +81.0% | +153.3% |
| All | +368.8% | +295.0% | +73.8% | +135.8% |
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