-8.7%
T vs SMTC
+51.0%
-59.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +0.4% |
| 7D | +2.6% | -10.9% | +13.5% | +1.8% |
| 30D | -1.1% | -39.4% | +38.3% | -4.0% |
| 3M | -7.7% | -13.5% | +5.8% | -8.1% |
| 6M | -10.6% | -6.8% | -3.8% | -10.3% |
| YTD | -7.5% | +54.0% | -61.5% | -4.7% |
| All | -8.7% | +51.0% | -59.7% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling