+614.2%
TEAM vs SMTC
+490.1%
+124.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.6% |
| 7D | -2.4% | +11.0% | -13.4% | -4.8% |
| 30D | -26.7% | -28.5% | +1.8% | -22.6% |
| 3M | -9.6% | -14.2% | +4.6% | -11.0% |
| 6M | +86.0% | -18.0% | +104.0% | +75.9% |
| YTD | -7.5% | +55.5% | -63.0% | -29.5% |
| 1Y | -1.4% | +69.5% | -70.9% | -27.2% |
| 3Y | -14.3% | +699.7% | -714.0% | -69.8% |
| 5Y | -66.3% | +27.4% | -93.7% | -77.0% |
| 10Y | +445.6% | +335.7% | +109.9% | +116.7% |
| All | +614.2% | +490.1% | +124.2% | +142.6% |
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