+72.8%
AG vs SMTC
+116.8%
-44.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | -0.1% | +22.5% | -22.6% | -4.7% |
| 30D | +12.5% | +24.9% | -12.4% | +6.1% |
| 3M | +28.2% | +4.1% | +24.1% | +24.2% |
| 6M | -18.8% | +92.6% | -111.4% | -31.7% |
| YTD | +27.4% | +122.5% | -95.1% | +4.1% |
| 1Y | +132.2% | +166.2% | -34.0% | +82.4% |
| 3Y | +286.9% | +577.2% | -290.3% | +125.8% |
| 5Y | +72.8% | +119.0% | -46.2% | +22.7% |
| All | +72.8% | +116.8% | -44.0% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling