+240.4%
TPR vs SMTC
+91.8%
+148.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -2.0% |
| 7D | -2.3% | +12.7% | -15.0% | -4.9% |
| 30D | -23.0% | +22.0% | -44.9% | -27.0% |
| 3M | -12.5% | -12.7% | +0.2% | -12.3% |
| 6M | -21.4% | +64.8% | -86.2% | -33.6% |
| YTD | -3.5% | +100.7% | -104.2% | -22.7% |
| 1Y | +17.4% | +146.9% | -129.5% | -11.6% |
| 3Y | +291.3% | +456.8% | -165.6% | +103.6% |
| All | +240.4% | +91.8% | +148.6% | +187.7% |
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