+497.0%
SMTC vs CP
+219.6%
+277.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.5% | +10.5% | +10.3% |
| 7D | +22.9% | +2.4% | +20.5% | +20.7% |
| 30D | +16.6% | -0.5% | +17.2% | +16.9% |
| 3M | +2.4% | +1.4% | +1.0% | +0.2% |
| 6M | +98.3% | +10.3% | +88.0% | +81.7% |
| YTD | +120.7% | +24.3% | +96.4% | +83.4% |
| 1Y | +168.3% | +20.4% | +147.8% | +128.0% |
| 3Y | +571.7% | +21.8% | +549.9% | +464.7% |
| 5Y | +114.0% | +31.5% | +82.5% | +65.7% |
| 10Y | +497.0% | +223.2% | +273.8% | +159.0% |
| All | +497.0% | +219.6% | +277.4% | +159.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling