+638.0%
XYZ vs SMTC
+365.8%
+272.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.8% | -9.2% | -0.9% |
| 7D | +14.9% | -4.8% | +19.7% | +14.5% |
| 30D | +14.7% | -37.8% | +52.5% | +31.0% |
| 3M | +12.1% | -16.5% | +28.6% | +10.4% |
| 6M | +18.3% | -4.4% | +22.7% | +2.8% |
| YTD | +36.1% | +58.0% | -22.0% | -8.0% |
| 1Y | +35.3% | +62.0% | -26.7% | -10.3% |
| 3Y | +73.5% | +745.7% | -672.2% | -65.6% |
| 5Y | -61.6% | +29.0% | -90.7% | -76.7% |
| 10Y | +638.0% | +351.4% | +286.6% | +137.5% |
| All | +638.0% | +365.8% | +272.2% | +137.5% |
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