+167.6%
AMAT vs SMTC
+40.1%
+127.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +10.3% | -4.3% | +1.9% |
| 7D | +7.0% | +12.9% | -5.9% | +1.8% |
| 30D | -20.6% | -25.6% | +5.0% | -11.8% |
| 3M | -24.8% | -4.5% | -20.2% | -25.8% |
| 6M | -10.7% | -8.3% | -2.5% | -10.6% |
| YTD | +54.3% | +69.9% | -15.6% | +21.9% |
| 1Y | +73.7% | +73.9% | -0.2% | +35.7% |
| 3Y | +168.4% | +757.7% | -589.3% | -14.0% |
| 5Y | +167.6% | +38.7% | +128.8% | +165.5% |
| All | +167.6% | +40.1% | +127.5% | +165.5% |
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