-14.2%
SMTC vs CHD
+11.4%
-25.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -1.2% |
| 7D | +11.0% | +3.6% | +7.4% | +18.9% |
| 30D | -28.5% | +10.4% | -38.9% | -10.7% |
| 3M | -14.2% | +12.2% | -26.4% | +11.2% |
| All | -14.2% | +11.4% | -25.6% | +11.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling