+499.7%
SMTC vs CPB
-40.7%
+540.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.4% | +12.6% | +8.2% |
| 7D | +12.7% | -8.6% | +21.3% | +9.9% |
| 30D | +22.0% | -7.2% | +29.2% | +19.9% |
| 3M | -12.7% | +0.9% | -13.6% | -11.9% |
| 6M | +64.8% | -11.8% | +76.6% | +62.7% |
| YTD | +100.7% | -19.4% | +120.1% | +95.9% |
| 1Y | +146.9% | -30.4% | +177.3% | +136.9% |
| All | +499.7% | -40.7% | +540.5% | +488.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling