+72.2%
SMTC vs TRU
+2.1%
+70.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.6% | -17.5% | -11.0% |
| 7D | -24.5% | +10.5% | -35.0% | -21.1% |
| 30D | -42.5% | +28.7% | -71.1% | -36.7% |
| 3M | -14.1% | +0.7% | -14.7% | -11.0% |
| 6M | +3.6% | +19.3% | -15.7% | +7.1% |
| YTD | +50.6% | -3.7% | +54.3% | +58.3% |
| 1Y | +72.2% | +3.4% | +68.8% | +81.5% |
| All | +72.2% | +2.1% | +70.1% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling