+72.2%
SMTC vs CP
+35.2%
+37.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.5% | -16.4% | -13.0% |
| 7D | -24.5% | +5.6% | -30.1% | -24.8% |
| 30D | -42.5% | +10.0% | -52.5% | -43.3% |
| 3M | -14.1% | +4.4% | -18.5% | -14.2% |
| 6M | +3.6% | +14.1% | -10.5% | -1.9% |
| YTD | +50.6% | +29.1% | +21.5% | +40.0% |
| 1Y | +72.2% | +34.6% | +37.7% | +56.3% |
| All | +72.2% | +35.2% | +37.0% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling