+580.0%
XYZ vs SMTC
+493.3%
+86.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.0% | -13.2% | -7.0% |
| 7D | +2.9% | +22.9% | -20.1% | -5.5% |
| 30D | +1.4% | +16.6% | -15.2% | -6.7% |
| 3M | +14.6% | +2.4% | +12.1% | +6.3% |
| 6M | +20.8% | +98.3% | -77.5% | -18.9% |
| YTD | +23.1% | +120.7% | -97.6% | -22.2% |
| 1Y | +5.6% | +168.3% | -162.6% | -40.4% |
| 3Y | +50.9% | +571.7% | -520.8% | -61.9% |
| 5Y | -68.6% | +114.0% | -182.6% | -83.9% |
| 10Y | +580.0% | +497.0% | +83.0% | +102.0% |
| All | +580.0% | +493.3% | +86.7% | +102.0% |
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