+194.0%
STT vs SMTC
+333.2%
-139.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | +0.7% |
| 7D | +4.8% | +11.0% | -6.3% | +2.2% |
| 30D | +3.9% | -28.5% | +32.4% | +9.9% |
| 3M | -8.2% | -14.2% | +6.1% | -8.3% |
| 6M | +15.6% | -18.0% | +33.6% | +13.5% |
| YTD | +37.6% | +55.5% | -17.9% | +13.5% |
| 1Y | +50.1% | +69.5% | -19.4% | +20.7% |
| 3Y | +183.1% | +699.7% | -516.6% | +20.6% |
| 5Y | +104.8% | +27.4% | +77.4% | +56.6% |
| All | +194.0% | +333.2% | -139.3% | +53.4% |
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 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