+87.3%
ALB vs SMTC
+504.7%
-417.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.1% |
| 7D | -8.6% | +22.5% | -31.1% | -14.9% |
| 30D | -4.0% | +24.9% | -28.9% | -12.5% |
| 3M | -17.4% | +4.1% | -21.5% | -21.8% |
| 6M | -25.4% | +92.6% | -117.9% | -44.7% |
| YTD | -10.5% | +122.5% | -133.0% | -37.4% |
| 1Y | +75.8% | +166.2% | -90.4% | +13.1% |
| 3Y | -28.5% | +577.2% | -605.7% | -74.9% |
| 5Y | -45.1% | +119.0% | -164.1% | -69.6% |
| 10Y | +87.3% | +527.9% | -440.6% | -32.2% |
| All | +87.3% | +504.7% | -417.4% | -32.2% |
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