+31.6%
SPGI vs SMTC
+696.5%
-664.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.8% | -12.1% | +0.5% |
| 7D | -0.9% | -4.8% | +4.0% | -0.9% |
| 30D | +15.5% | -37.8% | +53.3% | +16.4% |
| 3M | +15.7% | -16.5% | +32.1% | +15.3% |
| 6M | +19.1% | -4.4% | +23.5% | +16.5% |
| YTD | -4.1% | +58.0% | -62.1% | -10.0% |
| 1Y | +1.2% | +62.0% | -60.8% | -5.4% |
| 3Y | +31.6% | +745.7% | -714.1% | +4.6% |
| All | +31.6% | +696.5% | -664.9% | +4.6% |
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 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