+152.3%
ACN vs SMTC
+333.2%
-180.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.6% |
| 7D | -3.8% | +11.0% | -14.9% | -5.1% |
| 30D | +16.5% | -28.5% | +45.0% | +19.5% |
| 3M | +41.5% | -14.2% | +55.7% | +39.6% |
| 6M | +60.1% | -18.0% | +78.1% | +54.2% |
| YTD | -3.9% | +55.5% | -59.5% | -19.1% |
| 1Y | +4.1% | +69.5% | -65.4% | -14.1% |
| 3Y | -15.9% | +699.7% | -715.5% | -58.4% |
| 5Y | -26.3% | +27.4% | -53.7% | -42.0% |
| All | +152.3% | +333.2% | -180.9% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling