+1,622.6%
T vs SMTC
+50,861.1%
-49,238.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.3% | -0.1% |
| 7D | +1.6% | +30.5% | -28.8% | +0.2% |
| 30D | -2.9% | -30.9% | +27.9% | -1.5% |
| 3M | -7.5% | -14.7% | +7.2% | -7.7% |
| 6M | -9.9% | -9.6% | -0.3% | -11.0% |
| YTD | -6.4% | +62.1% | -68.5% | -11.1% |
| 1Y | -9.4% | +66.6% | -76.0% | -14.2% |
| 3Y | +64.9% | +718.1% | -653.2% | +36.2% |
| 5Y | +57.0% | +32.8% | +24.2% | +43.2% |
| 10Y | +60.8% | +354.1% | -293.3% | +33.2% |
| All | +1,622.6% | +50,861.1% | -49,238.5% | +1,128.0% |
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