+214.4%
AA vs SMTC
+48,322.4%
-48,108.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.0% |
| 7D | +1.2% | -10.9% | +12.2% | +2.6% |
| 30D | -5.0% | -39.4% | +34.4% | +2.0% |
| 3M | -22.2% | -13.5% | -8.7% | -22.0% |
| 6M | -36.3% | -6.8% | -29.5% | -37.7% |
| YTD | -24.2% | +54.0% | -78.2% | -32.2% |
| 1Y | +3.9% | +50.8% | -46.9% | -6.9% |
| 3Y | +67.6% | +677.3% | -609.8% | +10.0% |
| 5Y | -8.8% | +28.7% | -37.6% | -23.4% |
| 10Y | +45.0% | +339.9% | -294.9% | +4.1% |
| All | +214.4% | +48,322.4% | -48,108.0% | +80.2% |
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