+31.2%
SRE vs SMTC
+565.9%
-534.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +1.5% | +22.5% | -21.0% | +0.3% |
| 30D | +0.8% | +24.9% | -24.1% | -0.6% |
| 3M | -5.8% | +4.1% | -9.9% | -6.6% |
| 6M | -7.8% | +92.6% | -100.4% | -12.6% |
| YTD | -2.4% | +122.5% | -124.8% | -8.4% |
| 1Y | +8.9% | +166.2% | -157.3% | +0.6% |
| All | +31.2% | +565.9% | -534.6% | +9.9% |
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 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