+515.5%
AEHR vs SMTC
+2,610.3%
-2,094.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.0% | -4.7% | +2.3% |
| 7D | +18.5% | +22.9% | -4.4% | +11.6% |
| 30D | -11.9% | +16.6% | -28.6% | -15.4% |
| 3M | -5.0% | +2.4% | -7.4% | -3.6% |
| 6M | +155.0% | +98.3% | +56.7% | +120.8% |
| YTD | +349.7% | +120.7% | +229.0% | +282.8% |
| 1Y | +260.4% | +168.3% | +92.2% | +191.1% |
| 3Y | +83.6% | +571.7% | -488.1% | +10.9% |
| 5Y | +917.8% | +114.0% | +803.8% | +697.7% |
| 10Y | +3,517.1% | +497.0% | +3,020.1% | +2,196.3% |
| All | +515.5% | +2,610.3% | -2,094.8% | +150.1% |
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