+148.0%
ADBE vs SMTC
+516.8%
-368.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.6% | -1.8% |
| 7D | -12.9% | +17.5% | -30.4% | -15.9% |
| 30D | -5.6% | +21.3% | -26.9% | -10.4% |
| 3M | +6.6% | +3.1% | +3.5% | +1.9% |
| 6M | -9.6% | +81.7% | -91.3% | -26.6% |
| YTD | -28.9% | +115.9% | -144.8% | -45.3% |
| 1Y | -28.9% | +157.8% | -186.8% | -48.6% |
| 3Y | -55.6% | +557.3% | -612.9% | -80.8% |
| 5Y | -62.2% | +114.7% | -176.9% | -75.2% |
| All | +148.0% | +516.8% | -368.7% | +5.1% |
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