+126.7%
AMAT vs SMTC
+13.5%
+113.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.7% | -8.5% | -0.8% |
| 7D | -14.7% | -19.0% | +4.3% | -7.8% |
| 30D | -36.1% | -46.7% | +10.6% | -19.2% |
| 3M | -36.9% | -23.4% | -13.4% | -32.1% |
| 6M | -22.2% | -13.4% | -8.8% | -20.2% |
| YTD | +29.9% | +40.1% | -10.1% | +10.8% |
| 1Y | +43.3% | +47.7% | -4.4% | +19.4% |
| 3Y | +142.7% | +606.9% | -464.3% | -16.4% |
| All | +126.7% | +13.5% | +113.2% | +144.7% |
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