-39.0%
U vs SMTC
+169.5%
-208.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -4.6% |
| 7D | -3.8% | +12.7% | -16.6% | -8.5% |
| 30D | +17.5% | +22.0% | -4.5% | +6.2% |
| 3M | +38.7% | -12.7% | +51.4% | +38.6% |
| 6M | +104.4% | +64.8% | +39.6% | +47.9% |
| YTD | -5.7% | +100.7% | -106.4% | -38.0% |
| 1Y | +3.7% | +146.9% | -143.2% | -38.9% |
| 3Y | +12.3% | +456.8% | -444.5% | -67.4% |
| 5Y | -68.8% | +89.2% | -158.1% | -80.1% |
| All | -39.0% | +169.5% | -208.6% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling