+195.5%
AMGN vs SMTC
+548.2%
-352.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -1.8% |
| 7D | -13.7% | +13.1% | -26.8% | -14.8% |
| 30D | -8.8% | +19.5% | -28.3% | -10.8% |
| 3M | +7.2% | +2.2% | +5.0% | +5.6% |
| 6M | +1.3% | +94.9% | -93.6% | -7.8% |
| YTD | +17.6% | +127.0% | -109.3% | +5.0% |
| 1Y | +37.2% | +174.6% | -137.4% | +19.2% |
| 3Y | +57.7% | +615.9% | -558.2% | +10.6% |
| 5Y | +106.3% | +125.6% | -19.3% | +71.8% |
| All | +195.5% | +548.2% | -352.7% | +76.8% |
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