+2,885.9%
ALB vs SMTC
+55,576.2%
-52,690.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.2% | -13.7% | -6.2% |
| 7D | -8.1% | +12.7% | -20.8% | -10.3% |
| 30D | +6.3% | +22.0% | -15.7% | +1.4% |
| 3M | -23.6% | -12.7% | -10.9% | -23.2% |
| 6M | -24.6% | +64.8% | -89.4% | -33.6% |
| YTD | -10.3% | +100.7% | -111.0% | -24.0% |
| 1Y | +61.5% | +146.9% | -85.4% | +30.4% |
| 3Y | -34.0% | +456.8% | -490.8% | -57.5% |
| 5Y | -44.6% | +89.2% | -133.8% | -57.7% |
| 10Y | +76.1% | +426.9% | -350.8% | +14.0% |
| All | +2,885.9% | +55,576.2% | -52,690.4% | +1,749.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling