+1.7%
SPGI vs SMTC
+57.1%
-55.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.8% | -12.1% | +1.8% |
| 7D | -0.9% | -4.8% | +4.0% | -1.1% |
| 30D | +15.5% | -37.8% | +53.3% | +11.5% |
| 3M | +15.7% | -16.5% | +32.1% | +14.9% |
| 6M | +19.1% | -4.4% | +23.5% | +17.4% |
| YTD | -4.1% | +58.0% | -62.1% | -6.4% |
| All | +1.7% | +57.1% | -55.4% | -0.6% |
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