-37.8%
U vs SMTC
+198.8%
-236.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +4.4% | +22.5% | -18.1% | -4.0% |
| 30D | -1.3% | +24.9% | -26.2% | -11.8% |
| 3M | +49.6% | +4.1% | +45.5% | +39.5% |
| 6M | +100.2% | +92.6% | +7.6% | +35.6% |
| YTD | -3.7% | +122.5% | -126.2% | -39.3% |
| 1Y | -6.5% | +166.2% | -172.7% | -46.5% |
| 3Y | +12.9% | +577.2% | -564.3% | -70.5% |
| 5Y | -68.3% | +119.0% | -187.3% | -81.1% |
| All | -37.8% | +198.8% | -236.5% | -74.1% |
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