+174.6%
SMTC vs SCHG
+13.0%
+161.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +3.5% |
| 7D | +13.1% | -1.0% | +14.1% | +15.2% |
| 30D | +19.5% | -1.3% | +20.7% | +21.6% |
| 3M | +2.2% | +5.4% | -3.2% | -8.4% |
| 6M | +94.9% | +14.4% | +80.5% | +50.4% |
| YTD | +127.0% | +8.0% | +118.9% | +96.6% |
| 1Y | +174.6% | +12.7% | +161.8% | +136.0% |
| All | +174.6% | +13.0% | +161.6% | +136.0% |
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