+1,507.7%
SRE vs SMTC
+3,186.4%
-1,678.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.2% | -9.9% | -1.5% |
| 7D | -0.3% | +12.7% | -13.1% | -1.4% |
| 30D | -0.7% | +22.0% | -22.7% | -2.9% |
| 3M | -6.3% | -12.7% | +6.4% | -6.3% |
| 6M | -10.7% | +64.8% | -75.4% | -16.3% |
| YTD | -3.5% | +100.7% | -104.2% | -11.5% |
| 1Y | +5.3% | +146.9% | -141.6% | -5.7% |
| 3Y | +31.8% | +456.8% | -425.0% | +3.5% |
| 5Y | +47.4% | +89.2% | -41.9% | +25.7% |
| 10Y | +120.6% | +426.9% | -306.3% | +65.1% |
| All | +1,507.7% | +3,186.4% | -1,678.7% | +979.0% |
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 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