+15.1%
ABNB vs SMTC
+565.9%
-550.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | -7.4% | +22.5% | -29.9% | -9.6% |
| 30D | -8.2% | +24.9% | -33.0% | -11.0% |
| 3M | +29.1% | +4.1% | +25.1% | +26.6% |
| 6M | +26.6% | +92.6% | -66.0% | +11.1% |
| YTD | +25.0% | +122.5% | -97.5% | +6.7% |
| 1Y | +37.0% | +166.2% | -129.2% | +12.4% |
| All | +15.1% | +565.9% | -550.7% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling