-68.3%
U vs SMTC
+116.8%
-185.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +4.4% | +22.5% | -18.1% | -3.7% |
| 30D | -1.3% | +24.9% | -26.2% | -11.5% |
| 3M | +49.6% | +4.1% | +45.5% | +39.8% |
| 6M | +100.2% | +92.6% | +7.6% | +37.0% |
| YTD | -3.7% | +122.5% | -126.2% | -38.5% |
| 1Y | -6.5% | +166.2% | -172.7% | -45.7% |
| 3Y | +12.9% | +577.2% | -564.3% | -69.8% |
| 5Y | -68.3% | +119.0% | -187.3% | -78.0% |
| All | -68.3% | +116.8% | -185.1% | -78.0% |
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