-10.2%
ADSK vs SMTC
+70.8%
-81.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -12.9% | +20.0% | +5.2% |
| 7D | +11.4% | -24.5% | +35.9% | +7.8% |
| 30D | +21.9% | -42.5% | +64.4% | +14.9% |
| 3M | +13.9% | -14.1% | +28.0% | +12.6% |
| 6M | +9.1% | +3.6% | +5.5% | +5.2% |
| YTD | -8.8% | +50.6% | -59.3% | -16.5% |
| 1Y | -10.2% | +72.2% | -82.5% | -18.5% |
| All | -10.2% | +70.8% | -81.1% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling