+3.7%
U vs SMTC
+154.8%
-151.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -2.6% |
| 7D | -3.8% | +12.7% | -16.6% | -6.0% |
| 30D | +17.5% | +22.0% | -4.5% | +11.7% |
| 3M | +38.7% | -12.7% | +51.4% | +39.0% |
| 6M | +104.4% | +64.8% | +39.6% | +64.6% |
| YTD | -5.7% | +100.7% | -106.4% | -30.2% |
| 1Y | +3.7% | +146.9% | -143.2% | -22.3% |
| All | +3.7% | +154.8% | -151.1% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling