+93.1%
ACN vs SMTC
+548.2%
-455.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.1% | -1.7% | +2.7% |
| 7D | -1.5% | +13.1% | -14.6% | -3.2% |
| 30D | +2.1% | +19.5% | -17.4% | -1.1% |
| 3M | +11.1% | +2.2% | +8.9% | +8.1% |
| 6M | -6.8% | +94.9% | -101.7% | -20.6% |
| YTD | -30.0% | +127.0% | -157.0% | -42.5% |
| 1Y | -23.1% | +174.6% | -197.7% | -39.7% |
| 3Y | -40.4% | +615.9% | -656.3% | -67.6% |
| 5Y | -41.6% | +125.6% | -167.2% | -57.7% |
| All | +93.1% | +548.2% | -455.1% | +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 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