+339.9%
SMTC vs SM
+4.2%
+335.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -4.0% | -2.8% |
| 7D | -10.9% | -19.5% | +8.6% | -7.7% |
| 30D | -39.4% | -20.2% | -19.2% | -37.2% |
| 3M | -13.5% | -6.5% | -7.0% | -12.9% |
| 6M | -6.8% | +1.6% | -8.4% | -8.2% |
| YTD | +54.0% | +61.2% | -7.2% | +38.6% |
| 1Y | +50.8% | +65.4% | -14.6% | +34.7% |
| 3Y | +677.3% | -13.0% | +690.4% | +659.4% |
| 5Y | +28.7% | -4.3% | +33.0% | +20.6% |
| 10Y | +339.9% | +3.0% | +336.9% | +178.8% |
| All | +339.9% | +4.2% | +335.7% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling