+143.5%
AEHR vs SMTC
+698.5%
-555.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.6% | -4.1% |
| 7D | +6.4% | +11.0% | -4.7% | 0.0% |
| 30D | -20.3% | -28.5% | +8.2% | -0.6% |
| 3M | -53.8% | -14.2% | -39.6% | -48.2% |
| 6M | -44.8% | -18.0% | -26.8% | -34.1% |
| YTD | +182.2% | +55.5% | +126.7% | +156.1% |
| 1Y | +174.7% | +69.5% | +105.2% | +140.6% |
| 3Y | +143.5% | +699.7% | -556.1% | -9.4% |
| All | +143.5% | +698.5% | -555.0% | -9.4% |
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