+296.4%
SPGI vs SMTC
+504.7%
-208.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | -3.1% | +22.5% | -25.6% | -6.0% |
| 30D | +2.0% | +24.9% | -22.9% | -2.0% |
| 3M | +4.3% | +4.1% | +0.3% | +1.3% |
| 6M | -0.2% | +92.6% | -92.8% | -14.5% |
| YTD | -14.8% | +122.5% | -137.3% | -29.2% |
| 1Y | -18.5% | +166.2% | -184.8% | -35.3% |
| 3Y | +16.0% | +577.2% | -561.2% | -34.8% |
| 5Y | +2.2% | +119.0% | -116.8% | -24.8% |
| 10Y | +296.4% | +527.9% | -231.4% | +101.7% |
| All | +296.4% | +504.7% | -208.3% | +101.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling