+20.6%
ABNB vs SMTC
+135.6%
-115.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.0% | -14.0% | -5.9% |
| 7D | -4.4% | +22.9% | -27.3% | -8.3% |
| 30D | -2.0% | +16.6% | -18.6% | -6.1% |
| 3M | +29.8% | +2.4% | +27.4% | +25.3% |
| 6M | +31.0% | +98.3% | -67.3% | +5.9% |
| YTD | +28.6% | +120.7% | -92.1% | +0.6% |
| 1Y | +40.1% | +168.3% | -128.2% | +2.7% |
| 3Y | +19.7% | +571.7% | -552.0% | -44.7% |
| 5Y | +6.5% | +114.0% | -107.5% | -21.9% |
| All | +20.6% | +135.6% | -115.0% | -7.1% |
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