+6,642.4%
ABT vs SMTC
+62,999.7%
-56,357.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -0.9% |
| 7D | -3.7% | +12.7% | -16.4% | -4.2% |
| 30D | +2.5% | +22.0% | -19.5% | +1.3% |
| 3M | +20.2% | -12.7% | +32.9% | +20.1% |
| 6M | -2.9% | +64.8% | -67.7% | -6.5% |
| YTD | -11.9% | +100.7% | -112.6% | -16.2% |
| 1Y | -16.5% | +146.9% | -163.4% | -21.6% |
| 3Y | +12.1% | +456.8% | -444.7% | -2.7% |
| 5Y | -7.4% | +89.2% | -96.6% | -15.6% |
| 10Y | +210.7% | +426.9% | -216.2% | +165.9% |
| All | +6,642.4% | +62,999.7% | -56,357.3% | +4,375.4% |
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