+125.0%
SU vs SMTC
+579.3%
-454.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -0.3% |
| 7D | +2.2% | +13.1% | -10.9% | +1.8% |
| 30D | +8.4% | +19.5% | -11.0% | +7.7% |
| 3M | +12.1% | +2.2% | +9.8% | +11.7% |
| 6M | +19.7% | +94.9% | -75.2% | +15.9% |
| YTD | +58.4% | +127.0% | -68.5% | +52.2% |
| 1Y | +67.2% | +174.6% | -107.3% | +58.8% |
| 3Y | +125.0% | +615.9% | -490.9% | +102.3% |
| All | +125.0% | +579.3% | -454.2% | +102.3% |
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