+745.7%
SMTC vs SM
-14.2%
+759.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.7% | +15.6% | +13.4% |
| 7D | -4.8% | -22.3% | +17.4% | +0.6% |
| 30D | -37.8% | -21.4% | -16.5% | -34.5% |
| 3M | -16.5% | +1.4% | -17.8% | -17.4% |
| 6M | -4.4% | +0.1% | -4.5% | -6.3% |
| YTD | +58.0% | +59.0% | -0.9% | +28.5% |
| 1Y | +62.0% | +64.3% | -2.3% | +28.9% |
| 3Y | +745.7% | -13.1% | +758.8% | +657.3% |
| All | +745.7% | -14.2% | +759.9% | +657.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling