+20.7%
ABT vs SMTC
+698.5%
-677.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.2% | +1.0% |
| 7D | -1.3% | +11.0% | -12.3% | -0.7% |
| 30D | +6.0% | -28.5% | +34.5% | +5.0% |
| 3M | -1.9% | -14.2% | +12.3% | -2.0% |
| 6M | +31.2% | -18.0% | +49.2% | +31.3% |
| YTD | -11.2% | +55.5% | -66.7% | -10.3% |
| 1Y | -14.0% | +69.5% | -83.5% | -12.9% |
| 3Y | +20.7% | +699.7% | -679.0% | +19.8% |
| All | +20.7% | +698.5% | -677.9% | +19.8% |
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