+596.1%
SMTC vs CHD
+3.2%
+592.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.0% | +12.0% | +9.0% |
| 7D | +22.9% | -2.9% | +25.9% | +21.5% |
| 30D | +16.6% | -6.2% | +22.8% | +13.9% |
| 3M | +2.4% | +1.6% | +0.9% | +3.9% |
| 6M | +98.3% | -3.5% | +101.8% | +98.8% |
| YTD | +120.7% | +16.2% | +104.5% | +133.8% |
| 1Y | +168.3% | +3.4% | +164.9% | +176.2% |
| All | +596.1% | +3.2% | +592.9% | +600.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling