+1,156.2%
ABBV vs SMTC
+400.1%
+756.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.2% | -10.7% | -2.2% |
| 7D | +0.4% | +12.7% | -12.4% | -0.7% |
| 30D | +4.2% | +22.0% | -17.8% | +1.8% |
| 3M | +14.8% | -12.7% | +27.5% | +14.8% |
| 6M | +10.3% | +64.8% | -54.5% | +2.5% |
| YTD | +14.9% | +100.7% | -85.8% | +4.5% |
| 1Y | +24.1% | +146.9% | -122.8% | +9.8% |
| 3Y | +91.9% | +456.8% | -364.9% | +41.6% |
| 5Y | +176.0% | +89.2% | +86.8% | +135.7% |
| 10Y | +502.9% | +426.9% | +76.1% | +275.6% |
| All | +1,156.2% | +400.1% | +756.1% | +674.4% |
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