+146.9%
SMTC vs CPB
-32.6%
+179.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.4% | +12.6% | +7.4% |
| 7D | +12.7% | -8.6% | +21.3% | +7.9% |
| 30D | +22.0% | -7.2% | +29.2% | +18.3% |
| 3M | -12.7% | +0.9% | -13.6% | -11.5% |
| 6M | +64.8% | -11.8% | +76.6% | +60.4% |
| YTD | +100.7% | -19.4% | +120.1% | +91.7% |
| 1Y | +146.9% | -30.4% | +177.3% | +135.9% |
| All | +146.9% | -32.6% | +179.5% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling