+144.0%
SMTC vs SOLS
+17.0%
+127.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +13.1% | -3.5% | +16.5% | +15.1% |
| 30D | +19.5% | -1.0% | +20.4% | +20.0% |
| 3M | +2.2% | -24.1% | +26.3% | +15.7% |
| 6M | +94.9% | -18.0% | +112.8% | +114.4% |
| YTD | +127.0% | +27.1% | +99.9% | +129.8% |
| All | +144.0% | +17.0% | +127.0% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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