+389.7%
TPR vs SMTC
+365.8%
+23.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.8% | -10.4% | -1.0% |
| 7D | +12.7% | -4.8% | +17.5% | +12.3% |
| 30D | +17.1% | -37.8% | +54.9% | +29.6% |
| 3M | -15.9% | -16.5% | +0.6% | -16.7% |
| 6M | +2.6% | -4.4% | +7.0% | -6.7% |
| YTD | +7.5% | +58.0% | -50.5% | -18.9% |
| 1Y | +32.9% | +62.0% | -29.1% | -1.1% |
| 3Y | +413.8% | +745.7% | -331.8% | +64.1% |
| 5Y | +263.9% | +29.0% | +234.8% | +152.0% |
| 10Y | +389.7% | +351.4% | +38.4% | +106.1% |
| All | +389.7% | +365.8% | +23.9% | +106.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling