+26.3%
W vs SMTC
+56.1%
-29.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.2% | -6.7% | +0.8% |
| 7D | -4.2% | +12.7% | -16.9% | -6.4% |
| 30D | -7.6% | +22.0% | -29.5% | -12.1% |
| 3M | +37.2% | -12.7% | +49.8% | +37.2% |
| 6M | +26.3% | +64.8% | -38.5% | +2.9% |
| All | +26.3% | +56.1% | -29.7% | +2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling