+339.9%
SMTC vs CRL
+353.6%
-13.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.4% |
| 7D | -10.9% | -1.7% | -9.2% | -9.1% |
| 30D | -39.4% | +14.6% | -54.0% | -43.0% |
| 3M | -13.5% | +24.8% | -38.4% | -22.7% |
| 6M | -6.8% | +94.7% | -101.5% | -36.4% |
| YTD | +54.0% | +73.4% | -19.3% | +9.6% |
| 1Y | +50.8% | +104.7% | -53.9% | -2.9% |
| 3Y | +677.3% | +101.1% | +576.3% | +370.2% |
| 5Y | +28.7% | -10.8% | +39.5% | +23.4% |
| 10Y | +339.9% | +358.8% | -18.9% | +75.8% |
| All | +339.9% | +353.6% | -13.7% | +75.8% |
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