-8.3%
SMTC vs CP
+9.9%
-18.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.4% | +10.3% |
| 7D | +12.9% | -0.7% | +13.5% | +12.0% |
| 30D | -25.6% | +9.6% | -35.2% | -21.5% |
| 3M | -4.5% | +2.2% | -6.8% | -0.2% |
| 6M | -8.3% | +11.1% | -19.4% | -7.6% |
| All | -8.3% | +9.9% | -18.2% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling