+14,712.9%
SPGI vs SMTC
+49,585.3%
-34,872.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.8% | -12.1% | -0.5% |
| 7D | -0.9% | -4.8% | +4.0% | -0.8% |
| 30D | +15.5% | -37.8% | +53.3% | +19.6% |
| 3M | +15.7% | -16.5% | +32.1% | +15.5% |
| 6M | +19.1% | -4.4% | +23.5% | +15.5% |
| YTD | -4.1% | +58.0% | -62.1% | -12.1% |
| 1Y | +1.2% | +62.0% | -60.8% | -7.8% |
| 3Y | +31.6% | +745.7% | -714.1% | -3.9% |
| 5Y | +12.4% | +29.0% | -16.6% | -3.0% |
| 10Y | +334.3% | +351.4% | -17.1% | +227.4% |
| All | +14,712.9% | +49,585.3% | -34,872.5% | +8,726.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling