+215.4%
ADSK vs SMTC
+548.2%
-332.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.8% |
| 7D | -2.5% | +13.1% | -15.6% | -5.5% |
| 30D | -14.9% | +19.5% | -34.3% | -19.5% |
| 3M | +3.3% | +2.2% | +1.1% | -1.5% |
| 6M | -15.7% | +94.9% | -110.5% | -34.9% |
| YTD | -28.2% | +127.0% | -155.2% | -47.5% |
| 1Y | -34.5% | +174.6% | -209.1% | -55.5% |
| 3Y | -2.9% | +615.9% | -618.8% | -62.8% |
| 5Y | -25.3% | +125.6% | -150.9% | -54.4% |
| All | +215.4% | +548.2% | -332.8% | +11.8% |
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