+61.0%
AA vs SMTC
+154.8%
-93.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.2% | -11.3% | -4.5% |
| 7D | -0.7% | +12.7% | -13.4% | -3.9% |
| 30D | +5.0% | +22.0% | -17.0% | -1.9% |
| 3M | -35.8% | -12.7% | -23.2% | -34.8% |
| 6M | -18.4% | +64.8% | -83.2% | -33.0% |
| YTD | -5.5% | +100.7% | -106.2% | -29.0% |
| 1Y | +61.0% | +146.9% | -85.9% | +19.4% |
| All | +61.0% | +154.8% | -93.8% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling