+72.2%
SMTC vs CPB
-18.4%
+90.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +5.9% | -18.8% | -8.3% |
| 7D | -24.5% | +13.0% | -37.5% | -16.4% |
| 30D | -42.5% | +20.5% | -63.0% | -32.4% |
| 3M | -14.1% | +2.2% | -16.3% | -7.3% |
| 6M | +3.6% | +15.4% | -11.8% | +18.6% |
| YTD | +50.6% | -12.3% | +62.9% | +55.2% |
| 1Y | +72.2% | -18.0% | +90.2% | +71.1% |
| All | +72.2% | -18.4% | +90.7% | +71.1% |
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