+533.2%
XYZ vs SMTC
+719.3%
-186.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -10.0% | -4.2% |
| 7D | -1.0% | +12.7% | -13.7% | -5.6% |
| 30D | -1.7% | +22.0% | -23.7% | -11.4% |
| 3M | +16.7% | -12.7% | +29.4% | +15.5% |
| 6M | +26.9% | +64.8% | -37.9% | -7.8% |
| YTD | +27.1% | +100.7% | -73.5% | -16.0% |
| 1Y | +9.3% | +146.9% | -137.6% | -35.9% |
| 3Y | +42.3% | +456.8% | -414.5% | -59.6% |
| 5Y | -69.3% | +89.2% | -158.6% | -83.5% |
| 10Y | +586.8% | +426.9% | +159.9% | +112.4% |
| All | +533.2% | +719.3% | -186.1% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling