+166.2%
SMTC vs CRL
+66.2%
+100.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +22.5% | -4.6% | +27.1% | +23.3% |
| 30D | +24.9% | +0.5% | +24.4% | +24.7% |
| 3M | +4.1% | +46.6% | -42.5% | -3.4% |
| 6M | +92.6% | +57.3% | +35.3% | +73.8% |
| YTD | +122.5% | +39.5% | +82.9% | +109.3% |
| 1Y | +166.2% | +76.9% | +89.4% | +125.7% |
| All | +166.2% | +66.2% | +100.0% | +125.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling