+29.1%
ABNB vs SMTC
+66.0%
-36.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.2% | +3.8% |
| 7D | -1.7% | +11.0% | -12.7% | -3.8% |
| 30D | +11.8% | -28.5% | +40.3% | +16.6% |
| 3M | +0.9% | -14.2% | +15.1% | -0.2% |
| 6M | +40.5% | -18.0% | +58.5% | +35.8% |
| YTD | +37.6% | +55.5% | -17.9% | +11.8% |
| 1Y | +54.1% | +69.5% | -15.4% | +22.0% |
| 3Y | +56.8% | +699.7% | -642.9% | -36.9% |
| 5Y | -9.6% | +27.4% | -37.0% | -28.0% |
| All | +29.1% | +66.0% | -36.9% | +3.3% |
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 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