+79.8%
USB vs SMTC
+351.6%
-271.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.4% |
| 7D | +1.2% | +30.5% | -29.3% | -3.6% |
| 30D | +6.3% | -30.9% | +37.2% | +11.6% |
| 3M | -6.1% | -14.7% | +8.6% | -6.6% |
| 6M | +13.0% | -9.6% | +22.6% | +8.4% |
| YTD | +16.6% | +62.1% | -45.5% | -2.7% |
| 1Y | +31.1% | +66.6% | -35.5% | +8.4% |
| 3Y | +100.9% | +718.1% | -617.2% | -0.7% |
| 5Y | +24.5% | +32.8% | -8.3% | -5.3% |
| All | +79.8% | +351.6% | -271.8% | -2.2% |
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