+52.0%
STT vs SMTC
+70.8%
-18.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -12.9% | +15.1% | +3.2% |
| 7D | -0.1% | -24.5% | +24.4% | +2.2% |
| 30D | -1.7% | -42.5% | +40.8% | +2.7% |
| 3M | -6.4% | -14.1% | +7.7% | -6.2% |
| 6M | +17.7% | +3.6% | +14.1% | +13.6% |
| YTD | +36.9% | +50.6% | -13.7% | +24.1% |
| 1Y | +52.0% | +72.2% | -20.2% | +33.8% |
| All | +52.0% | +70.8% | -18.8% | +33.8% |
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