+4,494.7%
ADSK vs SMTC
+69,847.7%
-65,353.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | -14.5% | +22.5% | -37.0% | -17.6% |
| 30D | -19.3% | +24.9% | -44.2% | -23.0% |
| 3M | -7.8% | +4.1% | -11.9% | -11.2% |
| 6M | -20.8% | +92.6% | -113.3% | -32.5% |
| YTD | -30.2% | +122.5% | -152.7% | -42.3% |
| 1Y | -36.5% | +166.2% | -202.7% | -49.5% |
| 3Y | -5.7% | +577.2% | -582.9% | -42.1% |
| 5Y | -28.2% | +119.0% | -147.1% | -47.2% |
| 10Y | +209.1% | +527.9% | -318.8% | +89.3% |
| All | +4,494.7% | +69,847.7% | -65,353.0% | +2,641.2% |
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 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