+61.6%
AG vs SMTC
+548.2%
-486.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.1% | -8.0% | -4.0% |
| 7D | -6.7% | +13.1% | -19.8% | -9.2% |
| 30D | +2.2% | +19.5% | -17.3% | -2.3% |
| 3M | +15.7% | +2.2% | +13.5% | +12.7% |
| 6M | -23.8% | +94.9% | -118.7% | -35.2% |
| YTD | +17.6% | +127.0% | -109.3% | -2.8% |
| 1Y | +88.6% | +174.6% | -85.9% | +49.8% |
| 3Y | +253.4% | +615.9% | -362.5% | +113.3% |
| 5Y | +62.4% | +125.6% | -63.2% | +17.1% |
| All | +61.6% | +548.2% | -486.6% | -2.7% |
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