+200.7%
STT vs SMTC
+556.3%
-355.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.0% | -11.2% | -2.3% |
| 7D | +2.2% | +22.9% | -20.8% | -0.2% |
| 30D | +3.9% | +16.6% | -12.7% | +1.7% |
| 3M | +19.2% | +2.4% | +16.8% | +17.4% |
| 6M | +60.4% | +98.3% | -37.9% | +44.7% |
| YTD | +51.5% | +120.7% | -69.2% | +34.7% |
| 1Y | +76.3% | +168.3% | -92.0% | +52.7% |
| 3Y | +200.7% | +571.7% | -371.0% | +113.2% |
| All | +200.7% | +556.3% | -355.5% | +113.2% |
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