+1,593.1%
T vs SMTC
+49,585.3%
-47,992.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.8% | -12.0% | +0.1% |
| 7D | +1.7% | -4.8% | +6.5% | +1.7% |
| 30D | -1.7% | -37.8% | +36.1% | +0.3% |
| 3M | -7.3% | -16.5% | +9.1% | -7.4% |
| 6M | -11.2% | -4.4% | -6.8% | -12.6% |
| YTD | -8.1% | +58.0% | -66.1% | -12.5% |
| 1Y | -8.0% | +62.0% | -70.0% | -12.7% |
| 3Y | +62.1% | +745.7% | -683.5% | +33.6% |
| 5Y | +55.7% | +29.0% | +26.7% | +42.3% |
| 10Y | +54.1% | +351.4% | -297.2% | +27.8% |
| All | +1,593.1% | +49,585.3% | -47,992.2% | +1,108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling