+601.8%
SMTC vs TRU
-2.1%
+603.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +22.5% | -6.5% | +29.0% | +25.0% |
| 30D | +24.9% | -2.5% | +27.4% | +24.6% |
| 3M | +4.1% | +10.4% | -6.3% | -4.4% |
| 6M | +92.6% | +1.6% | +90.9% | +83.1% |
| YTD | +122.5% | -9.7% | +132.2% | +121.5% |
| 1Y | +166.2% | -17.3% | +183.5% | +175.6% |
| All | +601.8% | -2.1% | +603.9% | +585.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling