-42.9%
TER vs SMTC
-10.6%
-32.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.7% | -10.2% | -5.9% |
| 7D | -20.5% | -19.0% | -1.5% | -9.0% |
| 30D | -47.0% | -46.7% | -0.3% | -20.3% |
| 3M | -43.3% | -23.4% | -19.9% | -35.4% |
| 6M | -42.9% | -13.4% | -29.5% | -35.6% |
| All | -42.9% | -10.6% | -32.3% | -35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling