+428.4%
SMTC vs CRBG
+117.3%
+311.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.4% |
| 7D | +13.1% | +0.6% | +12.5% | +12.6% |
| 30D | +19.5% | +2.6% | +16.8% | +17.5% |
| 3M | +2.2% | +24.0% | -21.8% | -10.0% |
| 6M | +94.9% | +50.5% | +44.4% | +52.5% |
| YTD | +127.0% | +17.1% | +109.8% | +102.3% |
| 1Y | +174.6% | +5.9% | +168.7% | +157.9% |
| 3Y | +615.9% | +122.7% | +493.2% | +378.1% |
| All | +428.4% | +117.3% | +311.1% | +261.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling