+69.5%
SMTC vs CPB
-22.0%
+91.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -1.5% |
| 7D | +11.0% | -1.6% | +12.6% | +9.9% |
| 30D | -28.5% | +19.2% | -47.7% | -16.6% |
| 3M | -14.2% | -1.0% | -13.3% | -9.2% |
| 6M | -18.0% | +15.2% | -33.2% | -6.5% |
| YTD | +55.5% | -13.1% | +68.6% | +58.8% |
| 1Y | +69.5% | -22.4% | +92.0% | +57.2% |
| All | +69.5% | -22.0% | +91.6% | +57.2% |
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