+459.5%
AJG vs SMTC
+548.2%
-88.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -1.6% |
| 7D | -8.3% | +13.1% | -21.4% | -9.1% |
| 30D | -5.7% | +19.5% | -25.1% | -7.2% |
| 3M | +9.1% | +2.2% | +6.8% | +7.8% |
| 6M | +15.2% | +94.9% | -79.7% | +5.8% |
| YTD | -6.3% | +127.0% | -133.2% | -15.6% |
| 1Y | -19.1% | +174.6% | -193.7% | -29.1% |
| 3Y | +8.2% | +615.9% | -607.7% | -25.0% |
| 5Y | +75.6% | +125.6% | -50.0% | +49.2% |
| All | +459.5% | +548.2% | -88.7% | +265.3% |
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 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