+282.7%
AG vs SMTC
+565.9%
-283.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | -0.1% | +22.5% | -22.6% | -4.6% |
| 30D | +12.5% | +24.9% | -12.4% | +6.4% |
| 3M | +28.2% | +4.1% | +24.1% | +24.4% |
| 6M | -18.8% | +92.6% | -111.4% | -31.0% |
| YTD | +27.4% | +122.5% | -95.1% | +5.5% |
| 1Y | +132.2% | +166.2% | -34.0% | +85.7% |
| All | +282.7% | +565.9% | -283.2% | +132.8% |
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