+530.1%
SMTC vs TRI
+196.2%
+333.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.6% |
| 7D | +13.1% | -7.9% | +21.0% | +15.3% |
| 30D | +19.5% | -4.5% | +24.0% | +19.3% |
| 3M | +2.2% | +22.1% | -19.9% | -9.6% |
| 6M | +94.9% | -2.8% | +97.6% | +86.4% |
| YTD | +127.0% | -23.4% | +150.4% | +144.1% |
| 1Y | +174.6% | -41.5% | +216.1% | +250.3% |
| 3Y | +615.9% | -19.2% | +635.1% | +594.5% |
| 5Y | +125.6% | -9.4% | +135.0% | +97.2% |
| All | +530.1% | +196.2% | +333.9% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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