-0.1%
APA vs SMTC
+334.8%
-334.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.9% |
| 7D | -5.5% | -10.9% | +5.4% | -3.7% |
| 30D | -1.2% | -39.4% | +38.2% | +9.0% |
| 3M | +10.6% | -13.5% | +24.1% | +9.6% |
| 6M | +28.4% | -6.8% | +35.3% | +20.0% |
| YTD | +89.7% | +54.0% | +35.7% | +48.3% |
| 1Y | +90.6% | +50.8% | +39.8% | +48.7% |
| 3Y | +36.9% | +677.3% | -640.4% | -53.5% |
| 5Y | +83.2% | +28.7% | +54.5% | +31.8% |
| 10Y | -0.1% | +339.9% | -340.0% | -45.9% |
| All | -0.1% | +334.8% | -334.9% | -45.9% |
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