+337.5%
AMD vs SMTC
+91.8%
+245.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.2% | -4.5% | +0.8% |
| 7D | +2.6% | +12.7% | -10.2% | -2.5% |
| 30D | -0.9% | +22.0% | -22.9% | -10.3% |
| 3M | -8.7% | -12.7% | +4.0% | -4.9% |
| 6M | +136.3% | +64.8% | +71.6% | +88.6% |
| YTD | +123.0% | +100.7% | +22.3% | +64.8% |
| 1Y | +195.2% | +146.9% | +48.3% | +98.1% |
| 3Y | +336.3% | +456.8% | -120.5% | +62.8% |
| All | +337.5% | +91.8% | +245.7% | +296.3% |
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