+14.0%
SMTC vs CP
+24.4%
-10.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.7% | +14.4% | +13.9% |
| 7D | -19.0% | +2.8% | -21.8% | -20.9% |
| 30D | -46.7% | +10.2% | -57.0% | -50.8% |
| 3M | -23.4% | +2.4% | -25.8% | -25.8% |
| 6M | -13.4% | +7.7% | -21.1% | -20.1% |
| YTD | +40.1% | +26.0% | +14.1% | +14.2% |
| 1Y | +47.7% | +34.6% | +13.0% | +14.3% |
| 3Y | +606.9% | +26.7% | +580.2% | +469.6% |
| All | +14.0% | +24.4% | -10.3% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling