-16.1%
SPGI vs SMTC
+166.5%
-182.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.0% | -13.2% | -2.5% |
| 7D | -2.5% | +22.9% | -25.4% | -0.9% |
| 30D | +5.4% | +16.6% | -11.2% | +6.9% |
| 3M | +9.0% | +2.4% | +6.6% | +10.3% |
| 6M | +0.8% | +98.3% | -97.5% | +0.9% |
| YTD | -12.6% | +120.7% | -133.2% | -12.1% |
| 1Y | -16.1% | +168.3% | -184.4% | -15.6% |
| All | -16.1% | +166.5% | -182.6% | -15.6% |
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