+2.7%
AA vs SMTC
+112.1%
-109.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.9% | -1.9% | -3.9% |
| 7D | -5.4% | +17.5% | -22.9% | -10.0% |
| 30D | -10.7% | +21.3% | -32.0% | -16.7% |
| 3M | -26.2% | +3.1% | -29.3% | -29.3% |
| 6M | -20.9% | +81.7% | -102.6% | -37.7% |
| YTD | -8.6% | +115.9% | -124.6% | -32.1% |
| 1Y | +57.4% | +157.8% | -100.4% | +10.2% |
| 3Y | +77.8% | +557.3% | -479.5% | -24.8% |
| 5Y | +2.7% | +114.7% | -112.0% | -40.0% |
| All | +2.7% | +112.1% | -109.5% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling