+657.6%
STM vs SMTC
+493.3%
+164.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.5% | -4.9% |
| 7D | +5.2% | +22.9% | -17.7% | -4.4% |
| 30D | -7.4% | +16.6% | -24.0% | -14.8% |
| 3M | -30.6% | +2.4% | -33.0% | -33.2% |
| 6M | +66.4% | +98.3% | -31.9% | +18.9% |
| YTD | +101.1% | +120.7% | -19.5% | +36.3% |
| 1Y | +97.4% | +168.3% | -70.9% | +19.8% |
| 3Y | +21.1% | +571.7% | -550.6% | -65.5% |
| 5Y | +22.5% | +114.0% | -91.5% | -34.9% |
| 10Y | +657.6% | +497.0% | +160.6% | +132.8% |
| All | +657.6% | +493.3% | +164.3% | +132.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling