+19.4%
SYY vs SMTC
+116.8%
-97.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | -0.2% | +22.5% | -22.7% | -1.2% |
| 30D | -2.7% | +24.9% | -27.6% | -4.0% |
| 3M | +5.9% | +4.1% | +1.8% | +5.1% |
| 6M | -2.3% | +92.6% | -94.9% | -7.3% |
| YTD | +13.1% | +122.5% | -109.4% | +6.2% |
| 1Y | +3.8% | +166.2% | -162.5% | -4.1% |
| 3Y | +26.7% | +577.2% | -550.4% | +0.1% |
| 5Y | +19.4% | +119.0% | -99.5% | +16.7% |
| All | +19.4% | +116.8% | -97.4% | +16.7% |
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