+132.3%
AA vs SMTC
+504.7%
-372.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -0.6% | +22.5% | -23.1% | -8.2% |
| 30D | -1.6% | +24.9% | -26.4% | -10.9% |
| 3M | -29.8% | +4.1% | -33.9% | -33.9% |
| 6M | -16.6% | +92.6% | -109.2% | -40.1% |
| YTD | -4.0% | +122.5% | -126.5% | -35.2% |
| 1Y | +63.5% | +166.2% | -102.7% | +1.9% |
| 3Y | +86.8% | +577.2% | -490.4% | -39.5% |
| 5Y | +12.4% | +119.0% | -106.6% | -40.9% |
| 10Y | +132.3% | +527.9% | -395.6% | -32.2% |
| All | +132.3% | +504.7% | -372.4% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling