+1,872.1%
T vs SMTC
+62,999.7%
-61,127.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.2% | -11.2% | -2.4% |
| 7D | -1.3% | +12.7% | -14.0% | -1.9% |
| 30D | +11.4% | +22.0% | -10.6% | +9.9% |
| 3M | +14.3% | -12.7% | +27.0% | +14.2% |
| 6M | -9.3% | +64.8% | -74.0% | -13.0% |
| YTD | +7.1% | +100.7% | -93.6% | +1.4% |
| 1Y | -9.1% | +146.9% | -156.0% | -15.2% |
| 3Y | +105.3% | +456.8% | -351.5% | +75.0% |
| 5Y | +66.8% | +89.2% | -22.4% | +50.2% |
| 10Y | +66.8% | +426.9% | -360.1% | +38.2% |
| All | +1,872.1% | +62,999.7% | -61,127.6% | +1,301.1% |
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 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