+146.9%
SMTC vs CHD
+7.1%
+139.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.3% | +9.2% |
| 7D | +12.7% | -2.7% | +15.4% | +10.7% |
| 30D | +22.0% | -4.6% | +26.6% | +18.9% |
| 3M | -12.7% | +5.0% | -17.7% | -9.6% |
| 6M | +64.8% | -3.2% | +68.0% | +67.2% |
| YTD | +100.7% | +18.6% | +82.0% | +118.8% |
| 1Y | +146.9% | +4.8% | +142.1% | +183.5% |
| All | +146.9% | +7.1% | +139.8% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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