+98.2%
AEHR vs SMTC
+565.9%
-467.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.4% | +4.8% |
| 7D | +19.1% | +22.5% | -3.4% | +5.8% |
| 30D | -10.0% | +24.9% | -34.9% | -20.5% |
| 3M | +1.3% | +4.1% | -2.8% | +0.8% |
| 6M | +133.8% | +92.6% | +41.2% | +75.9% |
| YTD | +373.3% | +122.5% | +250.8% | +241.1% |
| 1Y | +256.2% | +166.2% | +89.9% | +136.9% |
| All | +98.2% | +565.9% | -467.7% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling