-53.8%
TEAM vs SMTC
+110.0%
-163.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +10.0% | -16.9% | -8.8% |
| 7D | -5.7% | +22.9% | -28.6% | -9.5% |
| 30D | +18.3% | +16.6% | +1.7% | +13.4% |
| 3M | +80.2% | +2.4% | +77.8% | +73.2% |
| 6M | +111.0% | +98.3% | +12.7% | +66.0% |
| YTD | +8.8% | +120.7% | -111.9% | -17.9% |
| 1Y | +2.2% | +168.3% | -166.1% | -28.3% |
| 3Y | -14.6% | +571.7% | -586.3% | -65.2% |
| 5Y | -53.8% | +114.0% | -167.8% | -55.9% |
| All | -53.8% | +110.0% | -163.8% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling