+162.2%
W vs SMTC
+504.7%
-342.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.2% |
| 7D | +5.9% | +22.5% | -16.6% | -4.1% |
| 30D | -3.0% | +24.9% | -27.9% | -14.8% |
| 3M | +40.3% | +4.1% | +36.3% | +29.1% |
| 6M | +32.2% | +92.6% | -60.3% | -14.6% |
| YTD | -0.3% | +122.5% | -122.8% | -40.8% |
| 1Y | +16.2% | +166.2% | -150.1% | -38.7% |
| 3Y | +40.7% | +577.2% | -536.4% | -66.7% |
| 5Y | -62.3% | +119.0% | -181.3% | -82.4% |
| 10Y | +162.2% | +527.9% | -365.7% | -33.0% |
| All | +162.2% | +504.7% | -342.5% | -33.0% |
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 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