+13,845.6%
SPGI vs SMTC
+62,999.7%
-49,154.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -2.4% |
| 7D | +0.1% | +12.7% | -12.6% | -1.0% |
| 30D | +8.4% | +22.0% | -13.6% | +5.8% |
| 3M | +11.8% | -12.7% | +24.5% | +11.6% |
| 6M | +5.7% | +64.8% | -59.1% | -1.9% |
| YTD | -9.7% | +100.7% | -110.4% | -18.0% |
| 1Y | -12.5% | +146.9% | -159.4% | -22.6% |
| 3Y | +21.8% | +456.8% | -435.0% | -6.2% |
| 5Y | +8.2% | +89.2% | -81.1% | -8.8% |
| 10Y | +309.5% | +426.9% | -117.3% | +208.1% |
| All | +13,845.6% | +62,999.7% | -49,154.1% | +8,135.5% |
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