+10.4%
AA vs SMTC
+66.6%
-56.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.3% | -7.7% | +0.5% |
| 7D | +1.1% | +12.9% | -11.7% | -1.9% |
| 30D | -1.3% | -25.6% | +24.3% | +3.6% |
| 3M | -23.9% | -4.5% | -19.4% | -26.0% |
| 6M | -36.8% | -8.3% | -28.5% | -38.9% |
| YTD | -22.2% | +69.9% | -92.1% | -38.9% |
| 1Y | +10.4% | +73.9% | -63.6% | -14.7% |
| All | +10.4% | +66.6% | -56.3% | -14.7% |
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 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