+120.0%
SRE vs SMTC
+516.8%
-396.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.9% |
| 7D | -0.7% | +17.5% | -18.2% | -2.2% |
| 30D | -1.7% | +21.3% | -23.0% | -3.9% |
| 3M | -7.1% | +3.1% | -10.2% | -8.4% |
| 6M | -8.4% | +81.7% | -90.1% | -15.5% |
| YTD | -3.5% | +115.9% | -119.5% | -13.0% |
| 1Y | +5.4% | +157.8% | -152.4% | -7.2% |
| 3Y | +29.5% | +557.3% | -527.8% | -4.8% |
| 5Y | +48.3% | +114.7% | -66.4% | +24.5% |
| All | +120.0% | +516.8% | -396.8% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling