+1,808.6%
STM vs SMTC
+29,257.5%
-27,448.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +12.7% | -8.3% | -0.7% |
| 7D | -10.7% | -19.0% | +8.2% | -3.4% |
| 30D | -25.7% | -46.7% | +21.0% | -5.7% |
| 3M | -21.6% | -23.4% | +1.9% | -15.7% |
| 6M | -27.8% | -13.4% | -14.4% | -26.7% |
| YTD | +61.8% | +40.1% | +21.7% | +33.5% |
| 1Y | +78.1% | +47.7% | +30.4% | +42.6% |
| 3Y | +4.9% | +606.9% | -602.0% | -63.8% |
| 5Y | -14.3% | +14.4% | -28.6% | -41.3% |
| 10Y | +414.1% | +322.5% | +91.6% | +106.3% |
| All | +1,808.6% | +29,257.5% | -27,448.8% | +228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling