+291.9%
AA vs SMTC
+62,999.7%
-62,707.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.2% | -11.3% | -3.6% |
| 7D | -0.7% | +12.7% | -13.4% | -2.7% |
| 30D | +5.0% | +22.0% | -17.0% | +0.9% |
| 3M | -35.8% | -12.7% | -23.2% | -35.4% |
| 6M | -18.4% | +64.8% | -83.2% | -26.7% |
| YTD | -5.5% | +100.7% | -106.2% | -17.8% |
| 1Y | +61.0% | +146.9% | -85.9% | +35.2% |
| 3Y | +66.2% | +456.8% | -390.6% | +15.7% |
| 5Y | +11.4% | +89.2% | -77.9% | -10.6% |
| 10Y | +116.9% | +426.9% | -310.0% | +53.0% |
| All | +291.9% | +62,999.7% | -62,707.8% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling