+24.6%
SYY vs SMTC
+698.5%
-674.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.1% |
| 7D | +0.3% | +11.0% | -10.7% | +0.3% |
| 30D | -4.8% | -28.5% | +23.7% | -4.8% |
| 3M | -7.1% | -14.2% | +7.2% | -7.3% |
| 6M | +6.8% | -18.0% | +24.8% | +6.3% |
| YTD | +7.7% | +55.5% | -47.8% | +5.6% |
| 1Y | +5.7% | +69.5% | -63.9% | +3.5% |
| 3Y | +24.6% | +699.7% | -675.1% | +11.2% |
| All | +24.6% | +698.5% | -674.0% | +11.2% |
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