+3,786.6%
STRL vs SMTC
+351.6%
+3,435.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +1.2% |
| 7D | +23.4% | +30.5% | -7.0% | +10.4% |
| 30D | -39.5% | -30.9% | -8.6% | -29.5% |
| 3M | -45.1% | -14.7% | -30.4% | -41.6% |
| 6M | -64.6% | -9.6% | -55.0% | -63.3% |
| YTD | -1.5% | +62.1% | -63.6% | -18.1% |
| 1Y | -20.8% | +66.6% | -87.4% | -34.4% |
| 3Y | +353.1% | +718.1% | -365.0% | +88.0% |
| 5Y | +942.9% | +32.8% | +910.1% | +723.3% |
| All | +3,786.6% | +351.6% | +3,435.0% | +1,896.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling