+119.0%
SMTC vs CHD
+19.3%
+99.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.5% |
| 7D | +22.5% | -4.2% | +26.6% | +21.4% |
| 30D | +24.9% | -7.6% | +32.5% | +23.1% |
| 3M | +4.1% | -1.6% | +5.7% | +4.2% |
| 6M | +92.6% | -6.3% | +98.9% | +92.1% |
| YTD | +122.5% | +14.6% | +107.9% | +126.3% |
| 1Y | +166.2% | +1.6% | +164.6% | +168.9% |
| 3Y | +577.2% | +3.1% | +574.0% | +570.0% |
| 5Y | +119.0% | +21.1% | +97.9% | +116.7% |
| All | +119.0% | +19.3% | +99.7% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling