+207.4%
ALAB vs SMTC
+364.5%
-157.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +12.7% | -6.5% | -1.0% |
| 7D | -26.3% | -19.0% | -7.3% | -16.8% |
| 30D | -50.1% | -46.7% | -3.4% | -29.1% |
| 3M | -42.5% | -23.4% | -19.0% | -35.0% |
| 6M | -10.8% | -13.4% | +2.6% | -2.9% |
| YTD | +14.6% | +40.1% | -25.4% | -3.1% |
| 1Y | +17.1% | +47.7% | -30.6% | -3.2% |
| All | +207.4% | +364.5% | -157.0% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling