+266.4%
STT vs SMTC
+504.7%
-238.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.0% | +22.5% | -21.5% | -3.7% |
| 30D | +2.8% | +24.9% | -22.1% | -3.1% |
| 3M | +18.1% | +4.1% | +14.1% | +13.8% |
| 6M | +59.2% | +92.6% | -33.3% | +29.5% |
| YTD | +51.5% | +122.5% | -71.0% | +18.3% |
| 1Y | +75.7% | +166.2% | -90.6% | +29.7% |
| 3Y | +200.8% | +577.2% | -376.4% | +41.7% |
| 5Y | +155.8% | +119.0% | +36.8% | +71.7% |
| 10Y | +266.4% | +527.9% | -261.5% | +61.7% |
| All | +266.4% | +504.7% | -238.4% | +61.7% |
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