-42.5%
ALB vs SMTC
+110.0%
-152.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.0% | -7.4% | -0.1% |
| 7D | -4.4% | +22.9% | -27.4% | -10.1% |
| 30D | -1.2% | +16.6% | -17.8% | -6.8% |
| 3M | -13.3% | +2.4% | -15.7% | -16.7% |
| 6M | -19.8% | +98.3% | -118.0% | -38.3% |
| YTD | -7.9% | +120.7% | -128.6% | -31.8% |
| 1Y | +60.2% | +168.3% | -108.1% | +9.7% |
| 3Y | -26.4% | +571.7% | -598.1% | -71.2% |
| 5Y | -42.5% | +114.0% | -156.5% | -59.9% |
| All | -42.5% | +110.0% | -152.6% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling