+13.5%
U vs SMTC
+556.3%
-542.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.0% | -7.3% | 0.0% |
| 7D | +4.5% | +22.9% | -18.5% | -1.4% |
| 30D | -0.6% | +16.6% | -17.2% | -6.1% |
| 3M | +48.4% | +2.4% | +46.0% | +42.6% |
| 6M | +115.4% | +98.3% | +17.1% | +63.3% |
| YTD | -3.2% | +120.7% | -123.9% | -29.3% |
| 1Y | -6.0% | +168.3% | -174.3% | -35.9% |
| 3Y | +13.5% | +571.7% | -558.3% | -52.1% |
| All | +13.5% | +556.3% | -542.8% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling