-25.9%
STRL vs SMTC
+70.8%
-96.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -12.9% | -8.5% | -13.0% |
| 7D | -27.1% | -24.5% | -2.6% | -11.7% |
| 30D | -45.8% | -42.5% | -3.3% | -23.0% |
| 3M | -47.6% | -14.1% | -33.5% | -44.1% |
| 6M | -46.4% | +3.6% | -50.0% | -50.4% |
| YTD | -7.4% | +50.6% | -57.9% | -35.6% |
| 1Y | -25.9% | +72.2% | -98.1% | -54.6% |
| All | -25.9% | +70.8% | -96.7% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling