+267.2%
ALAB vs SMTC
+437.5%
-170.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.3% | +1.3% |
| 7D | +26.9% | +30.5% | -3.6% | +8.8% |
| 30D | -30.0% | -30.9% | +0.9% | -14.1% |
| 3M | -28.5% | -14.7% | -13.9% | -24.0% |
| 6M | +11.4% | -9.6% | +21.0% | +17.9% |
| YTD | +36.9% | +62.1% | -25.2% | +6.6% |
| 1Y | +44.4% | +66.6% | -22.2% | +11.1% |
| All | +267.2% | +437.5% | -170.3% | +134.0% |
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