-2.6%
APA vs SMTC
+504.7%
-507.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.8% |
| 7D | +0.3% | +22.5% | -22.2% | -4.8% |
| 30D | +9.3% | +24.9% | -15.6% | +2.2% |
| 3M | +23.3% | +4.1% | +19.3% | +17.7% |
| 6M | +39.5% | +92.6% | -53.1% | +8.7% |
| YTD | +87.6% | +122.5% | -34.9% | +38.2% |
| 1Y | +114.2% | +166.2% | -52.0% | +47.1% |
| 3Y | +13.6% | +577.2% | -563.6% | -56.1% |
| 5Y | +175.6% | +119.0% | +56.6% | +70.9% |
| 10Y | -2.6% | +527.9% | -530.5% | -57.6% |
| All | -2.6% | +504.7% | -507.4% | -57.6% |
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