-27.8%
AAL vs SMTC
+838.4%
-866.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.2% | -8.0% | -2.2% |
| 7D | -3.7% | +12.7% | -16.5% | -8.1% |
| 30D | -20.8% | +22.0% | -42.8% | -28.0% |
| 3M | -1.3% | -12.7% | +11.4% | -1.8% |
| 6M | +5.4% | +64.8% | -59.4% | -20.9% |
| YTD | -14.4% | +100.7% | -115.0% | -41.1% |
| 1Y | +2.1% | +146.9% | -144.8% | -36.8% |
| 3Y | -10.6% | +456.8% | -467.4% | -70.6% |
| 5Y | -32.2% | +89.2% | -121.5% | -64.7% |
| 10Y | -62.7% | +426.9% | -489.6% | -90.6% |
| All | -27.8% | +838.4% | -866.2% | -90.9% |
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