+365.7%
ALAB vs SMTC
+631.9%
-266.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +10.0% | -16.9% | -12.4% |
| 7D | +3.2% | +22.9% | -19.8% | -8.6% |
| 30D | -13.6% | +16.6% | -30.2% | -22.4% |
| 3M | -16.6% | +2.4% | -19.0% | -18.7% |
| 6M | +142.3% | +98.3% | +44.1% | +69.0% |
| YTD | +73.6% | +120.7% | -47.1% | +14.5% |
| 1Y | +33.7% | +168.3% | -134.6% | -20.9% |
| All | +365.7% | +631.9% | -266.2% | +151.4% |
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