+499.9%
ABBV vs SMTC
+516.8%
-16.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.6% | +1.8% |
| 7D | -2.0% | +17.5% | -19.5% | -3.1% |
| 30D | +2.0% | +21.3% | -19.3% | +0.3% |
| 3M | +14.2% | +3.1% | +11.0% | +12.9% |
| 6M | +14.1% | +81.7% | -67.6% | +7.0% |
| YTD | +14.2% | +115.9% | -101.7% | +5.4% |
| 1Y | +24.2% | +157.8% | -133.6% | +12.5% |
| 3Y | +89.8% | +557.3% | -467.5% | +46.3% |
| 5Y | +187.2% | +114.7% | +72.5% | +152.2% |
| All | +499.9% | +516.8% | -16.9% | +312.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling