+27.6%
SMTC vs TRU
-26.5%
+54.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +11.0% | 0.0% | +11.0% | +11.1% |
| 30D | -28.5% | +21.3% | -49.8% | -35.5% |
| 3M | -14.2% | +0.2% | -14.5% | -17.3% |
| 6M | -18.0% | +22.4% | -40.4% | -31.1% |
| YTD | +55.5% | -4.8% | +60.3% | +46.6% |
| 1Y | +69.5% | -0.2% | +69.7% | +55.0% |
| 3Y | +699.7% | +57.9% | +641.7% | +473.9% |
| All | +27.6% | -26.5% | +54.0% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling