+213.5%
TER vs SMTC
+166.5%
+47.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.0% | -5.8% | -1.8% |
| 7D | +11.0% | +22.9% | -12.0% | -2.5% |
| 30D | -1.9% | +16.6% | -18.5% | -11.9% |
| 3M | -0.7% | +2.4% | -3.1% | -3.5% |
| 6M | +36.4% | +98.3% | -61.9% | -6.4% |
| YTD | +92.4% | +120.7% | -28.2% | +27.1% |
| 1Y | +213.5% | +168.3% | +45.3% | +96.9% |
| All | +213.5% | +166.5% | +47.1% | +96.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling