+45.5%
SRE vs SMTC
+122.8%
-77.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.1% |
| 7D | -0.8% | +13.1% | -13.9% | -1.6% |
| 30D | -3.0% | +19.5% | -22.5% | -4.2% |
| 3M | -8.3% | +2.2% | -10.6% | -9.0% |
| 6M | -8.9% | +94.9% | -103.8% | -13.8% |
| YTD | -4.3% | +127.0% | -131.2% | -10.5% |
| 1Y | +2.7% | +174.6% | -171.8% | -5.5% |
| 3Y | +28.7% | +615.9% | -587.3% | +6.8% |
| All | +45.5% | +122.8% | -77.3% | +26.1% |
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 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