+47.9%
SO vs SMTC
+597.8%
-549.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.7% | -13.8% | -0.8% |
| 7D | -1.5% | -19.0% | +17.5% | -1.8% |
| 30D | +8.1% | -46.7% | +54.8% | +6.9% |
| 3M | +0.2% | -23.4% | +23.6% | -0.1% |
| 6M | +0.4% | -13.4% | +13.8% | +0.5% |
| YTD | +8.5% | +40.1% | -31.6% | +9.8% |
| 1Y | +4.9% | +47.7% | -42.7% | +6.4% |
| 3Y | +47.9% | +606.9% | -559.0% | +45.9% |
| All | +47.9% | +597.8% | -549.9% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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