+255.2%
AG vs SMTC
+816.7%
-561.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.6% | -1.4% |
| 7D | -10.0% | +11.0% | -21.0% | -12.5% |
| 30D | -10.5% | -28.5% | +18.0% | -4.4% |
| 3M | -27.3% | -14.2% | -13.0% | -27.0% |
| 6M | -43.0% | -18.0% | -25.0% | -43.2% |
| YTD | -17.9% | +55.5% | -73.4% | -31.2% |
| 1Y | +11.9% | +69.5% | -57.6% | -8.4% |
| 3Y | +201.8% | +699.7% | -497.8% | +44.5% |
| 5Y | -0.1% | +27.4% | -27.5% | -25.6% |
| 10Y | +72.7% | +335.7% | -263.0% | -25.2% |
| All | +255.2% | +816.7% | -561.5% | -15.5% |
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