+598.9%
SMTC vs TRU
+238.0%
+360.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -5.9% | +15.2% | +12.3% |
| 7D | +12.7% | -6.8% | +19.5% | +16.4% |
| 30D | +22.0% | 0.0% | +21.9% | +20.4% |
| 3M | -12.7% | +13.3% | -26.0% | -22.2% |
| 6M | +64.8% | +3.4% | +61.3% | +53.3% |
| YTD | +100.7% | -6.4% | +107.1% | +93.8% |
| 1Y | +146.9% | -9.7% | +156.6% | +139.2% |
| 3Y | +456.8% | +0.1% | +456.7% | +395.5% |
| 5Y | +89.2% | -34.0% | +123.3% | +112.2% |
| 10Y | +426.9% | +147.9% | +279.0% | +203.3% |
| All | +598.9% | +238.0% | +360.9% | +262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling