+217.0%
W vs SMTC
+334.8%
-117.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -2.6% |
| 7D | +1.1% | -10.9% | +12.0% | +4.0% |
| 30D | +6.4% | -39.4% | +45.8% | +27.1% |
| 3M | +9.0% | -13.5% | +22.5% | +5.7% |
| 6M | +69.8% | -6.8% | +76.6% | +48.3% |
| YTD | +12.1% | +54.0% | -41.9% | -26.5% |
| 1Y | 0.0% | +50.8% | -50.8% | -34.5% |
| 3Y | +160.3% | +677.3% | -517.0% | -48.3% |
| 5Y | -53.3% | +28.7% | -82.0% | -73.7% |
| 10Y | +217.0% | +339.9% | -122.9% | +5.4% |
| All | +217.0% | +334.8% | -117.9% | +5.4% |
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