+11.9%
AG vs SMTC
+63.0%
-51.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.6% | -1.4% |
| 7D | -10.0% | +11.0% | -21.0% | -12.6% |
| 30D | -10.5% | -28.5% | +18.0% | -3.4% |
| 3M | -27.3% | -14.2% | -13.0% | -27.3% |
| 6M | -43.0% | -18.0% | -25.0% | -43.9% |
| YTD | -17.9% | +55.5% | -73.4% | -39.5% |
| 1Y | +11.9% | +69.5% | -57.6% | -21.3% |
| All | +11.9% | +63.0% | -51.1% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling