+108.2%
T vs SMTC
+556.3%
-448.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.0% | -10.3% | +0.1% |
| 7D | -1.5% | +22.9% | -24.5% | -0.8% |
| 30D | +7.6% | +16.6% | -9.0% | +8.4% |
| 3M | +15.3% | +2.4% | +12.9% | +16.0% |
| 6M | -8.5% | +98.3% | -106.7% | -5.9% |
| YTD | +6.8% | +120.7% | -113.9% | +10.1% |
| 1Y | -7.2% | +168.3% | -175.5% | -3.6% |
| 3Y | +108.2% | +571.7% | -463.5% | +122.3% |
| All | +108.2% | +556.3% | -448.0% | +122.3% |
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 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