+275.9%
SMTC vs CRL
+1,379.5%
-1,103.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.7% | +10.9% | +9.9% |
| 7D | +12.7% | -1.0% | +13.8% | +13.1% |
| 30D | +22.0% | +10.7% | +11.3% | +17.0% |
| 3M | -12.7% | +55.3% | -68.0% | -27.9% |
| 6M | +64.8% | +60.7% | +4.1% | +31.9% |
| YTD | +100.7% | +44.6% | +56.1% | +66.6% |
| 1Y | +146.9% | +77.7% | +69.1% | +86.5% |
| 3Y | +456.8% | +37.6% | +419.2% | +354.1% |
| 5Y | +89.2% | -35.8% | +125.1% | +101.1% |
| 10Y | +426.9% | +241.7% | +185.1% | +208.2% |
| All | +275.9% | +1,379.5% | -1,103.6% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling