+9.5%
SPGI vs SMTC
+91.8%
-82.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -2.3% |
| 7D | +0.1% | +12.7% | -12.6% | -0.8% |
| 30D | +8.4% | +22.0% | -13.6% | +6.1% |
| 3M | +11.8% | -12.7% | +24.5% | +11.9% |
| 6M | +5.7% | +64.8% | -59.1% | -2.5% |
| YTD | -9.7% | +100.7% | -110.4% | -18.8% |
| 1Y | -12.5% | +146.9% | -159.4% | -23.9% |
| 3Y | +21.8% | +456.8% | -435.0% | -14.7% |
| All | +9.5% | +91.8% | -82.3% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling