-27.8%
STM vs SMTC
-10.6%
-17.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +12.7% | -8.3% | -1.8% |
| 7D | -10.7% | -19.0% | +8.2% | -1.8% |
| 30D | -25.7% | -46.7% | +21.0% | -0.9% |
| 3M | -21.6% | -23.4% | +1.9% | -16.0% |
| 6M | -27.8% | -13.4% | -14.4% | -28.9% |
| All | -27.8% | -10.6% | -17.2% | -28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling