+8,630.0%
TER vs SMTC
+43,936.3%
-35,306.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.7% | -10.2% | -1.8% |
| 7D | -20.5% | -19.0% | -1.5% | -14.6% |
| 30D | -47.0% | -46.7% | -0.3% | -34.4% |
| 3M | -43.3% | -23.4% | -19.9% | -38.3% |
| 6M | -42.9% | -13.4% | -29.5% | -39.8% |
| YTD | +12.9% | +40.1% | -27.2% | +0.9% |
| 1Y | +18.2% | +47.7% | -29.5% | +3.7% |
| 3Y | +151.8% | +606.9% | -455.1% | +16.0% |
| 5Y | +54.2% | +14.4% | +39.8% | +24.4% |
| 10Y | +908.2% | +322.5% | +585.8% | +435.8% |
| All | +8,630.0% | +43,936.3% | -35,306.3% | +3,341.9% |
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 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