+68.4%
T vs SMTC
+504.7%
-436.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | -3.1% | +22.5% | -25.6% | -4.1% |
| 30D | +4.6% | +24.9% | -20.3% | +3.2% |
| 3M | +12.2% | +4.1% | +8.2% | +11.3% |
| 6M | -6.5% | +92.6% | -99.0% | -11.1% |
| YTD | +4.9% | +122.5% | -117.6% | -1.5% |
| 1Y | -10.5% | +166.2% | -176.7% | -17.2% |
| 3Y | +104.6% | +577.2% | -472.6% | +61.1% |
| 5Y | +64.2% | +119.0% | -54.8% | +48.2% |
| 10Y | +68.4% | +527.9% | -459.4% | +16.3% |
| All | +68.4% | +504.7% | -436.3% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling