+24.3%
W vs SMTC
+70.8%
-46.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -12.9% | +23.9% | +12.7% |
| 7D | +8.4% | -24.5% | +32.9% | +12.4% |
| 30D | +16.5% | -42.5% | +59.0% | +26.0% |
| 3M | +6.4% | -14.1% | +20.5% | +4.1% |
| 6M | +90.5% | +3.6% | +86.9% | +69.2% |
| YTD | +23.1% | +50.6% | -27.5% | -6.2% |
| 1Y | +24.3% | +72.2% | -48.0% | -12.1% |
| All | +24.3% | +70.8% | -46.6% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling