+35.6%
SMTC vs CRBG
+13.0%
+22.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -5.5% | -12.0% | -16.0% |
| 7D | -35.0% | -3.0% | -32.0% | -34.2% |
| 30D | -53.6% | -2.6% | -50.9% | -53.1% |
| 3M | -24.5% | +2.7% | -27.2% | -24.8% |
| 6M | -19.0% | +22.2% | -41.2% | -23.9% |
| YTD | +24.2% | +16.5% | +7.7% | +17.2% |
| 1Y | +35.6% | +16.9% | +18.7% | +28.2% |
| All | +35.6% | +13.0% | +22.6% | +28.2% |
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