+15.9%
ABNB vs SMTC
+130.5%
-114.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | -0.6% |
| 7D | -9.5% | +17.5% | -27.0% | -12.5% |
| 30D | -9.4% | +21.3% | -30.7% | -13.8% |
| 3M | +29.9% | +3.1% | +26.7% | +25.0% |
| 6M | +26.6% | +81.7% | -55.1% | +4.4% |
| YTD | +23.5% | +115.9% | -92.4% | -3.0% |
| 1Y | +35.8% | +157.8% | -122.0% | +0.5% |
| 3Y | +15.0% | +557.3% | -542.3% | -46.7% |
| 5Y | +1.5% | +114.7% | -113.2% | -25.7% |
| All | +15.9% | +130.5% | -114.7% | -10.4% |
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 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