+262.0%
TER vs SMTC
+514.4%
-252.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.2% | -3.7% | +1.8% |
| 7D | +0.6% | +12.7% | -12.1% | -4.1% |
| 30D | -8.3% | +22.0% | -30.2% | -16.1% |
| 3M | -12.2% | -12.7% | +0.5% | -7.6% |
| 6M | +17.1% | +64.8% | -47.7% | -1.5% |
| YTD | +84.7% | +100.7% | -16.0% | +46.0% |
| 1Y | +199.9% | +146.9% | +53.0% | +121.5% |
| All | +262.0% | +514.4% | -252.4% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling