+49,585.3%
SMTC vs CP
+7,892.9%
+41,692.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.0% | +10.8% | +11.8% |
| 7D | -4.8% | +2.8% | -7.6% | -6.3% |
| 30D | -37.8% | +11.3% | -49.2% | -41.5% |
| 3M | -16.5% | +2.9% | -19.3% | -18.5% |
| 6M | -4.4% | +9.8% | -14.2% | -10.2% |
| YTD | +58.0% | +28.5% | +29.5% | +37.2% |
| 1Y | +62.0% | +33.5% | +28.5% | +38.1% |
| 3Y | +745.7% | +31.9% | +713.7% | +629.9% |
| 5Y | +29.0% | +25.5% | +3.5% | +13.8% |
| 10Y | +351.4% | +257.6% | +93.8% | +152.8% |
| All | +49,585.3% | +7,892.9% | +41,692.4% | +6,868.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling