+1,697.2%
ACN vs SMTC
+391.2%
+1,306.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.2% | -12.5% | -5.1% |
| 7D | -1.5% | +12.7% | -14.3% | -4.0% |
| 30D | +9.4% | +22.0% | -12.6% | +3.6% |
| 3M | +5.6% | -12.7% | +18.3% | +4.1% |
| 6M | -9.3% | +64.8% | -74.0% | -24.3% |
| YTD | -29.0% | +100.7% | -129.7% | -43.8% |
| 1Y | -24.7% | +146.9% | -171.6% | -44.0% |
| 3Y | -39.8% | +456.8% | -496.6% | -69.0% |
| 5Y | -40.9% | +89.2% | -130.2% | -61.0% |
| 10Y | +91.1% | +426.9% | -335.7% | -12.5% |
| All | +1,697.2% | +391.2% | +1,306.1% | +523.6% |
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