+339.9%
SMTC vs M
-3.0%
+342.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.7% |
| 7D | -10.9% | +5.0% | -16.0% | -12.1% |
| 30D | -39.4% | +10.6% | -50.0% | -41.2% |
| 3M | -13.5% | +1.6% | -15.1% | -14.7% |
| 6M | -6.8% | +30.8% | -37.7% | -13.8% |
| YTD | +54.0% | +16.9% | +37.1% | +45.7% |
| 1Y | +50.8% | +26.3% | +24.5% | +39.6% |
| 3Y | +677.3% | +158.6% | +518.7% | +487.7% |
| 5Y | +28.7% | +2.1% | +26.6% | +13.9% |
| 10Y | +339.9% | -4.3% | +344.2% | +254.4% |
| All | +339.9% | -3.0% | +342.9% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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