+146.9%
SMTC vs CRBG
+3.6%
+143.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.8% | +10.0% | +9.3% |
| 7D | +12.7% | +5.7% | +7.0% | +11.7% |
| 30D | +22.0% | +2.6% | +19.4% | +21.2% |
| 3M | -12.7% | +31.6% | -44.3% | -18.2% |
| 6M | +64.8% | +32.8% | +31.9% | +52.4% |
| YTD | +100.7% | +16.5% | +84.2% | +89.9% |
| 1Y | +146.9% | +6.1% | +140.8% | +121.1% |
| All | +146.9% | +3.6% | +143.3% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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