+114.0%
SMTC vs CRL
-37.4%
+151.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.7% | +12.6% | +11.1% |
| 7D | +22.9% | -0.6% | +23.5% | +23.0% |
| 30D | +16.6% | +5.0% | +11.7% | +13.8% |
| 3M | +2.4% | +50.6% | -48.2% | -16.5% |
| 6M | +98.3% | +60.9% | +37.3% | +53.5% |
| YTD | +120.7% | +40.7% | +79.9% | +81.1% |
| 1Y | +168.3% | +73.3% | +95.0% | +95.5% |
| 3Y | +571.7% | +40.6% | +531.1% | +420.0% |
| 5Y | +114.0% | -37.0% | +151.0% | +105.1% |
| All | +114.0% | -37.4% | +151.4% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling