+120.1%
SMTC vs SCHG
+84.3%
+35.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +3.8% |
| 7D | +13.1% | -1.0% | +14.1% | +14.8% |
| 30D | +19.5% | -1.3% | +20.7% | +21.2% |
| 3M | +2.2% | +5.4% | -3.2% | -5.5% |
| 6M | +94.9% | +14.4% | +80.5% | +61.9% |
| YTD | +127.0% | +8.0% | +118.9% | +105.5% |
| 1Y | +174.6% | +12.7% | +161.8% | +135.9% |
| 3Y | +615.9% | +85.6% | +530.3% | +261.2% |
| All | +120.1% | +84.3% | +35.8% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling