+157.5%
STT vs SMTC
+110.0%
+47.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.0% | -11.2% | -2.7% |
| 7D | +2.2% | +22.9% | -20.8% | -1.1% |
| 30D | +3.9% | +16.6% | -12.7% | +0.9% |
| 3M | +19.2% | +2.4% | +16.8% | +16.7% |
| 6M | +60.4% | +98.3% | -37.9% | +39.1% |
| YTD | +51.5% | +120.7% | -69.2% | +28.6% |
| 1Y | +76.3% | +168.3% | -92.0% | +43.9% |
| 3Y | +200.7% | +571.7% | -371.0% | +82.1% |
| 5Y | +157.5% | +114.0% | +43.5% | +115.2% |
| All | +157.5% | +110.0% | +47.4% | +115.2% |
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 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