+340.7%
SMTC vs CHD
+196.1%
+144.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.1% |
| 7D | +11.0% | +3.6% | +7.4% | +10.8% |
| 30D | -28.5% | +10.4% | -38.9% | -29.1% |
| 3M | -14.2% | +12.2% | -26.4% | -15.1% |
| 6M | -18.0% | +19.9% | -37.9% | -19.8% |
| YTD | +55.5% | +36.4% | +19.1% | +48.3% |
| 1Y | +69.5% | +35.1% | +34.4% | +61.8% |
| 3Y | +699.7% | +29.2% | +670.5% | +645.7% |
| 5Y | +27.4% | +33.4% | -6.0% | +14.3% |
| All | +340.7% | +196.1% | +144.7% | +224.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling