+867.3%
SMTC vs SCHG
+1,132.2%
-265.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +3.9% |
| 7D | +13.1% | -1.0% | +14.1% | +14.7% |
| 30D | +19.5% | -1.3% | +20.7% | +21.1% |
| 3M | +2.2% | +5.4% | -3.2% | -4.8% |
| 6M | +94.9% | +14.4% | +80.5% | +64.4% |
| YTD | +127.0% | +8.0% | +118.9% | +107.6% |
| 1Y | +174.6% | +12.7% | +161.8% | +139.3% |
| 3Y | +615.9% | +85.6% | +530.3% | +258.7% |
| 5Y | +125.6% | +85.5% | +40.1% | +13.6% |
| 10Y | +540.5% | +456.0% | +84.5% | -15.4% |
| All | +867.3% | +1,132.2% | -265.0% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling