+137.5%
UMC vs SMTC
+112.1%
+25.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.7% |
| 7D | +11.4% | +17.5% | -6.1% | +6.6% |
| 30D | +16.8% | +21.3% | -4.5% | +9.9% |
| 3M | +19.1% | +3.1% | +16.0% | +17.0% |
| 6M | +137.4% | +81.7% | +55.7% | +102.0% |
| YTD | +186.4% | +115.9% | +70.4% | +132.8% |
| 1Y | +229.1% | +157.8% | +71.3% | +153.8% |
| 3Y | +257.9% | +557.3% | -299.4% | +73.7% |
| 5Y | +137.5% | +114.7% | +22.9% | +98.7% |
| All | +137.5% | +112.1% | +25.4% | +98.7% |
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