+1,340.7%
URI vs SMTC
+313.7%
+1,027.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.7% | -11.6% | -2.8% |
| 7D | -9.8% | -19.0% | +9.2% | -4.5% |
| 30D | +1.7% | -46.7% | +48.5% | +20.9% |
| 3M | -9.1% | -23.4% | +14.4% | -5.7% |
| 6M | +9.9% | -13.4% | +23.3% | +5.0% |
| YTD | +31.2% | +40.1% | -8.8% | +3.4% |
| 1Y | +25.9% | +47.7% | -21.7% | -3.3% |
| 3Y | +147.4% | +606.9% | -459.5% | -22.1% |
| 5Y | +179.7% | +14.4% | +165.4% | +96.8% |
| All | +1,340.7% | +313.7% | +1,027.0% | +518.2% |
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