+14.0%
SMTC vs THC
+274.4%
-260.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.1% | +13.8% | +13.0% |
| 7D | -19.0% | +3.7% | -22.7% | -20.1% |
| 30D | -46.7% | +9.0% | -55.8% | -48.4% |
| 3M | -23.4% | +10.4% | -33.8% | -26.2% |
| 6M | -13.4% | +45.7% | -59.1% | -25.8% |
| YTD | +40.1% | +42.6% | -2.5% | +19.9% |
| 1Y | +47.7% | +38.8% | +8.9% | +27.5% |
| 3Y | +606.9% | +418.8% | +188.1% | +264.3% |
| All | +14.0% | +274.4% | -260.4% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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