-68.9%
XYZ vs SMTC
+91.8%
-160.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -10.0% | -3.4% |
| 7D | -1.0% | +12.7% | -13.7% | -4.5% |
| 30D | -1.7% | +22.0% | -23.7% | -9.1% |
| 3M | +16.7% | -12.7% | +29.4% | +16.4% |
| 6M | +26.9% | +64.8% | -37.9% | -1.0% |
| YTD | +27.1% | +100.7% | -73.5% | -8.1% |
| 1Y | +9.3% | +146.9% | -137.6% | -28.2% |
| 3Y | +42.3% | +456.8% | -414.5% | -49.9% |
| All | -68.9% | +91.8% | -160.7% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling