+62.5%
T vs SMTC
+333.2%
-270.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.1% |
| 7D | +2.5% | +11.0% | -8.5% | +2.1% |
| 30D | -3.8% | -28.5% | +24.7% | -2.8% |
| 3M | -8.7% | -14.2% | +5.5% | -9.0% |
| 6M | -8.1% | -18.0% | +9.9% | -8.9% |
| YTD | -6.4% | +55.5% | -62.0% | -11.3% |
| 1Y | -9.8% | +69.5% | -79.3% | -15.1% |
| 3Y | +65.5% | +699.7% | -634.2% | +23.6% |
| 5Y | +57.0% | +27.4% | +29.5% | +48.2% |
| All | +62.5% | +333.2% | -270.7% | +20.1% |
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