+50.2%
ACN vs SMTC
-9.9%
+60.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.2% | -2.7% |
| 7D | -5.7% | +30.5% | -36.2% | +2.3% |
| 30D | +17.0% | -30.9% | +47.9% | +7.4% |
| 3M | +39.9% | -14.7% | +54.6% | +40.6% |
| 6M | +50.2% | -9.6% | +59.8% | +60.2% |
| All | +50.2% | -9.9% | +60.1% | +60.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling