+239.2%
STRL vs SMTC
+597.8%
-358.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.7% | -9.3% | -2.2% |
| 7D | -26.9% | -19.0% | -7.9% | -19.1% |
| 30D | -52.7% | -46.7% | -5.9% | -37.8% |
| 3M | -52.8% | -23.4% | -29.4% | -47.2% |
| 6M | -71.5% | -13.4% | -58.1% | -69.6% |
| YTD | -17.4% | +40.1% | -57.5% | -26.1% |
| 1Y | -35.0% | +47.7% | -82.6% | -42.6% |
| 3Y | +239.2% | +606.9% | -367.7% | +106.4% |
| All | +239.2% | +597.8% | -358.6% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling