+91.7%
USB vs SMTC
+313.7%
-221.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.7% | -13.3% | -2.7% |
| 7D | 0.0% | -19.0% | +19.0% | +2.9% |
| 30D | +5.8% | -46.7% | +52.6% | +16.3% |
| 3M | -6.0% | -23.4% | +17.5% | -4.6% |
| 6M | +7.8% | -13.4% | +21.2% | +3.8% |
| YTD | +14.6% | +40.1% | -25.5% | -1.7% |
| 1Y | +31.8% | +47.7% | -15.9% | +11.2% |
| 3Y | +91.5% | +606.9% | -515.4% | -2.8% |
| 5Y | +22.0% | +14.4% | +7.7% | -4.6% |
| All | +91.7% | +313.7% | -221.9% | +9.6% |
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 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