+44.9%
AMZN vs SMTC
+116.8%
-71.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -1.0% | +22.5% | -23.5% | -4.8% |
| 30D | -9.2% | +24.9% | -34.1% | -13.7% |
| 3M | +3.4% | +4.1% | -0.7% | +0.1% |
| 6M | +18.2% | +92.6% | -74.3% | -1.1% |
| YTD | +9.3% | +122.5% | -113.1% | -11.9% |
| 1Y | +5.9% | +166.2% | -160.3% | -18.6% |
| 3Y | +82.6% | +577.2% | -494.6% | -1.9% |
| 5Y | +44.9% | +119.0% | -74.1% | +23.4% |
| All | +44.9% | +116.8% | -71.9% | +23.4% |
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