-6.8%
AA vs SMTC
+28.0%
-34.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +12.8% | -7.1% | +2.1% |
| 7D | +4.8% | -4.8% | +9.7% | +5.2% |
| 30D | -0.6% | -37.8% | +37.2% | +11.5% |
| 3M | -16.3% | -16.5% | +0.2% | -15.8% |
| 6M | -33.4% | -4.4% | -29.0% | -37.3% |
| YTD | -20.7% | +58.0% | -78.7% | -37.6% |
| 1Y | +12.9% | +62.0% | -49.1% | -12.1% |
| 3Y | +75.7% | +745.7% | -670.0% | -37.6% |
| 5Y | -6.8% | +29.0% | -35.8% | -38.3% |
| All | -6.8% | +28.0% | -34.8% | -38.3% |
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