+247.2%
AMAT vs SMTC
+91.8%
+155.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.2% | -4.9% | +0.7% |
| 7D | -1.5% | +12.7% | -14.3% | -6.1% |
| 30D | -14.8% | +22.0% | -36.8% | -22.3% |
| 3M | -9.3% | -12.7% | +3.4% | -5.5% |
| 6M | +27.4% | +64.8% | -37.4% | +3.2% |
| YTD | +77.6% | +100.7% | -23.1% | +33.9% |
| 1Y | +188.9% | +146.9% | +42.0% | +99.7% |
| 3Y | +202.3% | +456.8% | -254.5% | +21.0% |
| All | +247.2% | +91.8% | +155.4% | +188.5% |
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