+27.6%
SMTC vs CP
+25.5%
+2.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.7% |
| 7D | +11.0% | +2.1% | +8.9% | +9.6% |
| 30D | -28.5% | +9.3% | -37.8% | -33.4% |
| 3M | -14.2% | +0.5% | -14.7% | -15.5% |
| 6M | -18.0% | +10.4% | -28.4% | -25.4% |
| YTD | +55.5% | +28.7% | +26.8% | +25.1% |
| 1Y | +69.5% | +33.2% | +36.4% | +32.7% |
| 3Y | +699.7% | +38.4% | +661.2% | +507.5% |
| All | +27.6% | +25.5% | +2.0% | +0.6% |
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