+587.9%
SMTC vs CPAY
+1,528.2%
-940.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.2% | +12.2% | +11.1% |
| 7D | +22.9% | +0.6% | +22.4% | +22.4% |
| 30D | +16.6% | +3.6% | +13.0% | +13.7% |
| 3M | +2.4% | +16.6% | -14.2% | -7.5% |
| 6M | +98.3% | +29.5% | +68.8% | +67.6% |
| YTD | +120.7% | +35.3% | +85.4% | +79.2% |
| 1Y | +168.3% | +30.6% | +137.6% | +120.1% |
| 3Y | +571.7% | +49.7% | +522.0% | +422.9% |
| 5Y | +114.0% | +54.4% | +59.6% | +61.4% |
| 10Y | +497.0% | +142.8% | +354.2% | +260.9% |
| All | +587.9% | +1,528.2% | -940.3% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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