+527.9%
SMTC vs CRL
+244.4%
+283.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | +22.5% | -4.6% | +27.1% | +25.2% |
| 30D | +24.9% | +0.5% | +24.4% | +24.2% |
| 3M | +4.1% | +46.6% | -42.5% | -17.0% |
| 6M | +92.6% | +57.3% | +35.3% | +44.1% |
| YTD | +122.5% | +39.5% | +82.9% | +76.3% |
| 1Y | +166.2% | +76.9% | +89.4% | +81.4% |
| 3Y | +577.2% | +39.4% | +537.8% | +400.3% |
| 5Y | +119.0% | -37.2% | +156.1% | +150.9% |
| 10Y | +527.9% | +253.4% | +274.5% | +170.0% |
| All | +527.9% | +244.4% | +283.4% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling