+566.1%
XYZ vs SMTC
+351.6%
+214.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -2.4% |
| 7D | -2.1% | +30.5% | -32.6% | -11.5% |
| 30D | +7.0% | -30.9% | +37.9% | +17.7% |
| 3M | +5.1% | -14.7% | +19.8% | +2.7% |
| 6M | +14.1% | -9.6% | +23.6% | +2.0% |
| YTD | +26.4% | +62.1% | -35.7% | -15.5% |
| 1Y | +25.1% | +66.6% | -41.5% | -18.1% |
| 3Y | +59.7% | +718.1% | -658.4% | -67.5% |
| 5Y | -63.8% | +32.8% | -96.6% | -78.3% |
| All | +566.1% | +351.6% | +214.5% | +107.4% |
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