+1,945.0%
STM vs SMTC
+32,181.6%
-30,236.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.4% |
| 7D | -7.9% | -10.9% | +3.0% | -4.1% |
| 30D | -14.1% | -39.4% | +25.3% | +3.4% |
| 3M | -17.6% | -13.5% | -4.1% | -15.7% |
| 6M | -24.2% | -6.8% | -17.4% | -25.3% |
| YTD | +73.3% | +54.0% | +19.3% | +37.5% |
| 1Y | +90.1% | +50.8% | +39.3% | +50.8% |
| 3Y | +10.3% | +677.3% | -667.0% | -63.4% |
| 5Y | -5.7% | +28.7% | -34.5% | -38.5% |
| 10Y | +444.1% | +339.9% | +104.2% | +114.4% |
| All | +1,945.0% | +32,181.6% | -30,236.6% | +238.9% |
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