+62.6%
XYZ vs SMTC
+698.5%
-635.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.9% | +3.4% |
| 7D | -1.1% | +11.0% | -12.1% | -2.6% |
| 30D | +11.5% | -28.5% | +40.0% | +15.5% |
| 3M | +1.8% | -14.2% | +16.0% | +0.9% |
| 6M | +21.2% | -18.0% | +39.2% | +18.0% |
| YTD | +29.9% | +55.5% | -25.6% | +8.6% |
| 1Y | +35.8% | +69.5% | -33.8% | +10.9% |
| 3Y | +62.6% | +699.7% | -637.1% | -9.0% |
| All | +62.6% | +698.5% | -635.9% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling