+72.2%
SMTC vs SCHG
+5.5%
+66.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.3% | -14.2% | -15.5% |
| 7D | -24.5% | -2.5% | -22.0% | -20.3% |
| 30D | -42.5% | -5.4% | -37.0% | -34.9% |
| 3M | -14.1% | -2.2% | -11.9% | -9.7% |
| 6M | +3.6% | +5.2% | -1.6% | -5.2% |
| YTD | +50.6% | +6.8% | +43.8% | +36.4% |
| 1Y | +72.2% | +5.9% | +66.3% | +60.6% |
| All | +72.2% | +5.5% | +66.7% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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