+16.2%
W vs SMTC
+168.8%
-152.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | +5.9% | +22.5% | -16.6% | +1.2% |
| 30D | -3.0% | +24.9% | -27.9% | -8.6% |
| 3M | +40.3% | +4.1% | +36.3% | +35.1% |
| 6M | +32.2% | +92.6% | -60.3% | +3.2% |
| YTD | -0.3% | +122.5% | -122.8% | -25.4% |
| 1Y | +16.2% | +166.2% | -150.1% | -15.8% |
| All | +16.2% | +168.8% | -152.6% | -15.8% |
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