+2,285.7%
STM vs SMTC
+41,966.4%
-39,680.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.2% | -7.4% | -1.8% |
| 7D | +5.8% | +12.7% | -7.0% | +0.7% |
| 30D | -1.0% | +22.0% | -23.0% | -9.8% |
| 3M | -33.3% | -12.7% | -20.6% | -30.8% |
| 6M | +57.4% | +64.8% | -7.4% | +25.1% |
| YTD | +102.2% | +100.7% | +1.5% | +47.8% |
| 1Y | +99.6% | +146.9% | -47.3% | +31.5% |
| 3Y | +14.5% | +456.8% | -442.3% | -56.2% |
| 5Y | +21.4% | +89.2% | -67.9% | -30.6% |
| 10Y | +695.0% | +426.9% | +268.1% | +197.6% |
| All | +2,285.7% | +41,966.4% | -39,680.7% | +264.4% |
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