+117.2%
SMTC vs MTB
+103.8%
+13.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.6% | +10.5% | +10.3% |
| 7D | +22.9% | +2.8% | +20.2% | +20.9% |
| 30D | +16.6% | -4.2% | +20.8% | +19.7% |
| 3M | +2.4% | +7.8% | -5.4% | -2.9% |
| 6M | +98.3% | +14.8% | +83.4% | +80.4% |
| YTD | +120.7% | +20.8% | +99.9% | +94.0% |
| 1Y | +168.3% | +23.1% | +145.1% | +132.2% |
| 3Y | +571.7% | +114.8% | +456.9% | +333.2% |
| All | +117.2% | +103.8% | +13.4% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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