+3,306.4%
V vs SMTC
+731.2%
+2,575.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.8% | -12.9% | -2.5% |
| 7D | -0.8% | -4.8% | +4.1% | -0.8% |
| 30D | +9.5% | -37.8% | +47.4% | +17.8% |
| 3M | +16.7% | -16.5% | +33.1% | +16.2% |
| 6M | +32.9% | -4.4% | +37.3% | +24.3% |
| YTD | +21.1% | +58.0% | -36.9% | -0.5% |
| 1Y | +26.6% | +62.0% | -35.4% | +2.9% |
| 3Y | +78.4% | +745.7% | -667.3% | -21.9% |
| 5Y | +105.5% | +29.0% | +76.4% | +50.1% |
| 10Y | +444.2% | +351.4% | +92.9% | +130.5% |
| All | +3,306.4% | +731.2% | +2,575.2% | +801.3% |
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