+9,741.5%
TER vs SMTC
+49,585.3%
-39,843.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +12.8% | -0.1% | +8.3% |
| 7D | -5.8% | -4.8% | -0.9% | -4.1% |
| 30D | -38.9% | -37.8% | -1.1% | -28.2% |
| 3M | -35.1% | -16.5% | -18.6% | -31.3% |
| 6M | -31.6% | -4.4% | -27.2% | -30.2% |
| YTD | +27.2% | +58.0% | -30.8% | +9.3% |
| 1Y | +35.2% | +62.0% | -26.8% | +15.1% |
| 3Y | +192.8% | +745.7% | -552.9% | +27.2% |
| 5Y | +72.4% | +29.0% | +43.4% | +33.7% |
| 10Y | +1,001.8% | +351.4% | +650.5% | +472.0% |
| All | +9,741.5% | +49,585.3% | -39,843.8% | +3,629.0% |
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 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