+108.2%
STT vs SMTC
+28.0%
+80.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.8% | -9.6% | +1.4% |
| 7D | +0.9% | -4.8% | +5.8% | +1.1% |
| 30D | -2.3% | -37.8% | +35.5% | +3.6% |
| 3M | -7.0% | -16.5% | +9.5% | -6.5% |
| 6M | +15.5% | -4.4% | +19.9% | +11.5% |
| YTD | +35.6% | +58.0% | -22.4% | +19.2% |
| 1Y | +47.9% | +62.0% | -14.1% | +29.0% |
| 3Y | +181.1% | +745.7% | -564.6% | +54.4% |
| 5Y | +108.2% | +29.0% | +79.2% | +91.9% |
| All | +108.2% | +28.0% | +80.2% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling