+5.2%
SSPC vs SMTC
-36.6%
+41.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -12.9% | +20.7% | +0.6% |
| 7D | +11.8% | -24.5% | +36.3% | -2.6% |
| 30D | +44.7% | -42.5% | +87.2% | +14.0% |
| 3M | -40.7% | -14.1% | -26.6% | -38.3% |
| All | +5.2% | -36.6% | +41.7% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling