+8,438.8%
USB vs SMTC
+62,999.7%
-54,560.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -1.1% |
| 7D | +1.4% | +12.7% | -11.3% | +0.2% |
| 30D | -1.3% | +22.0% | -23.3% | -3.6% |
| 3M | +15.2% | -12.7% | +27.9% | +15.3% |
| 6M | +18.8% | +64.8% | -45.9% | +10.8% |
| YTD | +21.0% | +100.7% | -79.7% | +10.4% |
| 1Y | +34.0% | +146.9% | -112.9% | +19.2% |
| 3Y | +95.3% | +456.8% | -361.5% | +53.1% |
| 5Y | +40.4% | +89.2% | -48.9% | +19.6% |
| 10Y | +107.3% | +426.9% | -319.5% | +59.2% |
| All | +8,438.8% | +62,999.7% | -54,560.9% | +6,109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling