+69.5%
SMTC vs CP
+31.6%
+38.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | +11.0% | +2.1% | +8.9% | +10.9% |
| 30D | -28.5% | +9.3% | -37.8% | -29.4% |
| 3M | -14.2% | +0.5% | -14.7% | -13.1% |
| 6M | -18.0% | +10.4% | -28.4% | -20.9% |
| YTD | +55.5% | +28.7% | +26.8% | +45.1% |
| 1Y | +69.5% | +33.2% | +36.4% | +55.8% |
| All | +69.5% | +31.6% | +38.0% | +55.8% |
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