+41.6%
AA vs SMTC
+333.2%
-291.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.3% |
| 7D | +0.5% | +11.0% | -10.5% | -3.4% |
| 30D | -0.6% | -28.5% | +27.9% | +9.2% |
| 3M | -19.7% | -14.2% | -5.4% | -19.9% |
| 6M | -41.6% | -18.0% | -23.6% | -42.9% |
| YTD | -24.6% | +55.5% | -80.1% | -44.4% |
| 1Y | +4.9% | +69.5% | -64.7% | -25.5% |
| 3Y | +66.8% | +699.7% | -632.8% | -53.3% |
| 5Y | -19.4% | +27.4% | -46.8% | -48.5% |
| All | +41.6% | +333.2% | -291.7% | -50.7% |
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