+995.4%
TER vs SMTC
+333.2%
+662.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -3.3% |
| 7D | +14.4% | +11.0% | +3.3% | +8.7% |
| 30D | -30.6% | -28.5% | -2.1% | -18.4% |
| 3M | -39.2% | -14.2% | -25.0% | -35.4% |
| 6M | -31.3% | -18.0% | -13.3% | -24.8% |
| YTD | +29.1% | +55.5% | -26.4% | +2.9% |
| 1Y | +47.4% | +69.5% | -22.1% | +12.7% |
| 3Y | +191.2% | +699.7% | -508.4% | -24.0% |
| 5Y | +74.0% | +27.4% | +46.6% | +24.5% |
| All | +995.4% | +333.2% | +662.2% | +324.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling