+14.0%
SMTC vs CPB
-30.5%
+44.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.3% | +14.0% | +12.4% |
| 7D | -19.0% | +8.0% | -27.0% | -16.8% |
| 30D | -46.7% | +22.4% | -69.1% | -43.1% |
| 3M | -23.4% | +3.8% | -27.3% | -20.7% |
| 6M | -13.4% | +13.7% | -27.1% | -8.8% |
| YTD | +40.1% | -11.7% | +51.8% | +44.1% |
| 1Y | +47.7% | -18.1% | +65.8% | +51.1% |
| 3Y | +606.9% | -34.7% | +641.6% | +607.9% |
| All | +14.0% | -30.5% | +44.5% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling