+461.8%
STM vs SMTC
+351.6%
+110.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +2.5% |
| 7D | +16.3% | +30.5% | -14.2% | +2.9% |
| 30D | -6.3% | -30.9% | +24.6% | +8.3% |
| 3M | -14.1% | -14.7% | +0.6% | -11.7% |
| 6M | -19.6% | -9.6% | -10.0% | -20.1% |
| YTD | +80.1% | +62.1% | +18.0% | +35.9% |
| 1Y | +95.4% | +66.6% | +28.8% | +44.3% |
| 3Y | +14.7% | +718.1% | -703.4% | -71.9% |
| 5Y | -5.4% | +32.8% | -38.2% | -37.6% |
| All | +461.8% | +351.6% | +110.2% | +91.6% |
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