-5.9%
ABT vs SMTC
+70.8%
-76.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -12.9% | +18.5% | +4.2% |
| 7D | +12.5% | -24.5% | +37.0% | +9.7% |
| 30D | +16.1% | -42.5% | +58.6% | +10.8% |
| 3M | +10.2% | -14.1% | +24.3% | +9.6% |
| 6M | +33.7% | +3.6% | +30.1% | +34.0% |
| YTD | -5.5% | +50.6% | -56.1% | -4.7% |
| 1Y | -5.9% | +72.2% | -78.1% | -4.6% |
| All | -5.9% | +70.8% | -76.7% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling