-14.9%
ALB vs SMTC
+709.5%
-724.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -3.7% |
| 7D | +5.3% | -10.9% | +16.2% | +6.6% |
| 30D | -6.3% | -39.4% | +33.1% | +2.4% |
| 3M | -27.4% | -13.5% | -13.9% | -28.1% |
| 6M | -53.1% | -6.8% | -46.2% | -55.4% |
| YTD | -32.3% | +54.0% | -86.3% | -43.8% |
| 1Y | -7.3% | +50.8% | -58.1% | -23.1% |
| 3Y | -14.9% | +677.3% | -692.3% | -69.6% |
| All | -14.9% | +709.5% | -724.4% | -69.6% |
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