-29.5%
ALB vs SMTC
+514.4%
-543.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.2% | -13.7% | -6.6% |
| 7D | -8.1% | +12.7% | -20.8% | -10.8% |
| 30D | +6.3% | +22.0% | -15.7% | 0.0% |
| 3M | -23.6% | -12.7% | -10.9% | -23.1% |
| 6M | -24.6% | +64.8% | -89.4% | -36.6% |
| YTD | -10.3% | +100.7% | -111.0% | -28.5% |
| 1Y | +61.5% | +146.9% | -85.4% | +20.2% |
| All | -29.5% | +514.4% | -543.9% | -69.9% |
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