+236.1%
ALNY vs SMTC
+548.2%
-312.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.3% |
| 7D | -6.5% | +13.1% | -19.6% | -8.3% |
| 30D | +11.0% | +19.5% | -8.4% | +7.4% |
| 3M | -14.1% | +2.2% | -16.3% | -16.3% |
| 6M | -22.4% | +94.9% | -117.3% | -34.1% |
| YTD | -37.5% | +127.0% | -164.4% | -48.8% |
| 1Y | -46.9% | +174.6% | -221.5% | -58.4% |
| 3Y | +22.1% | +615.9% | -593.9% | -32.2% |
| 5Y | +31.2% | +125.6% | -94.4% | -4.5% |
| All | +236.1% | +548.2% | -312.1% | +85.2% |
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