+554.0%
XYZ vs SMTC
+471.8%
+82.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.7% | -11.0% | -2.8% |
| 7D | +12.1% | -19.0% | +31.1% | +18.5% |
| 30D | +12.4% | -46.7% | +59.1% | +35.8% |
| 3M | +8.2% | -23.4% | +31.6% | +9.9% |
| 6M | +20.7% | -13.4% | +34.1% | +8.7% |
| YTD | +31.3% | +40.1% | -8.7% | -6.8% |
| 1Y | +20.5% | +47.7% | -27.2% | -17.3% |
| 3Y | +72.6% | +606.9% | -534.3% | -61.7% |
| 5Y | -64.0% | +14.4% | -78.4% | -77.4% |
| 10Y | +601.8% | +322.5% | +279.3% | +122.5% |
| All | +554.0% | +471.8% | +82.2% | +84.1% |
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 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