+99.6%
STM vs SMTC
+154.8%
-55.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.2% | -7.3% | -2.1% |
| 7D | +5.8% | +12.7% | -7.0% | +0.3% |
| 30D | -1.0% | +22.0% | -23.0% | -10.6% |
| 3M | -33.3% | -12.7% | -20.6% | -31.0% |
| 6M | +57.4% | +64.8% | -7.4% | +31.8% |
| YTD | +102.2% | +100.7% | +1.5% | +62.1% |
| 1Y | +99.6% | +146.9% | -47.3% | +58.4% |
| All | +99.6% | +154.8% | -55.2% | +58.4% |
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 · 6 months rolling