+2.9%
SPGI vs SMTC
+70.8%
-67.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -12.9% | +16.3% | +2.1% |
| 7D | +7.2% | -24.5% | +31.7% | +4.6% |
| 30D | +23.2% | -42.5% | +65.7% | +18.0% |
| 3M | +17.0% | -14.1% | +31.1% | +16.2% |
| 6M | +20.4% | +3.6% | +16.8% | +17.6% |
| YTD | -1.9% | +50.6% | -52.5% | -4.5% |
| 1Y | +2.9% | +72.2% | -69.3% | +1.0% |
| All | +2.9% | +70.8% | -67.9% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling