+483.2%
SMTC vs CP
+17.1%
+466.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.3% | +8.9% | +9.0% |
| 7D | +12.7% | -2.7% | +15.4% | +14.9% |
| 30D | +22.0% | +0.2% | +21.8% | +21.5% |
| 3M | -12.7% | +2.6% | -15.2% | -15.4% |
| 6M | +64.8% | +6.0% | +58.8% | +55.2% |
| YTD | +100.7% | +24.9% | +75.8% | +64.0% |
| 1Y | +146.9% | +20.1% | +126.8% | +108.4% |
| All | +483.2% | +17.1% | +466.1% | +406.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling