+92.7%
USB vs SMTC
+266.9%
-174.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -17.5% | +15.4% | +0.9% |
| 7D | -1.5% | -35.0% | +33.5% | +5.4% |
| 30D | +4.3% | -53.6% | +57.9% | +17.6% |
| 3M | -6.1% | -24.5% | +18.4% | -4.7% |
| 6M | +9.4% | -19.0% | +28.4% | +6.5% |
| YTD | +15.2% | +24.2% | -9.1% | +1.0% |
| 1Y | +32.8% | +35.6% | -2.9% | +13.7% |
| 3Y | +91.3% | +521.9% | -430.6% | -0.6% |
| 5Y | +22.7% | +1.5% | +21.2% | -2.0% |
| All | +92.7% | +266.9% | -174.2% | +12.6% |
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