+62,999.7%
SMTC vs CHD
+10,220.8%
+52,778.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.3% | +9.2% |
| 7D | +12.7% | -2.7% | +15.4% | +13.3% |
| 30D | +22.0% | -4.6% | +26.6% | +22.9% |
| 3M | -12.7% | +5.0% | -17.7% | -14.1% |
| 6M | +64.8% | -3.2% | +68.0% | +64.6% |
| YTD | +100.7% | +18.6% | +82.1% | +92.1% |
| 1Y | +146.9% | +4.8% | +142.1% | +141.5% |
| 3Y | +456.8% | +6.1% | +450.7% | +435.0% |
| 5Y | +89.2% | +24.0% | +65.3% | +73.5% |
| 10Y | +426.9% | +124.5% | +302.4% | +319.2% |
| All | +62,999.7% | +10,220.8% | +52,778.9% | +37,753.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling