+234.9%
TPR vs SMTC
+26.3%
+208.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.6% |
| 7D | -0.3% | +11.0% | -11.3% | -2.5% |
| 30D | +15.1% | -28.5% | +43.6% | +20.4% |
| 3M | +3.5% | -14.2% | +17.7% | +2.2% |
| 6M | +0.4% | -18.0% | +18.4% | -2.5% |
| YTD | +4.6% | +55.5% | -50.9% | -14.5% |
| 1Y | +33.1% | +69.5% | -36.4% | +6.1% |
| 3Y | +396.0% | +699.7% | -303.7% | +118.2% |
| All | +234.9% | +26.3% | +208.6% | +208.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling