-36.8%
AA vs SMTC
-0.6%
-36.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.3% | -7.7% | +0.7% |
| 7D | +1.1% | +12.9% | -11.7% | -1.7% |
| 30D | -1.3% | -25.6% | +24.3% | +2.9% |
| 3M | -23.9% | -4.5% | -19.4% | -26.3% |
| 6M | -36.8% | -8.3% | -28.5% | -41.3% |
| All | -36.8% | -0.6% | -36.2% | -41.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling