+166.1%
APA vs SMTC
+110.0%
+56.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.0% | -8.1% | +0.7% |
| 7D | -1.7% | +22.9% | -24.6% | -4.1% |
| 30D | +15.7% | +16.6% | -0.9% | +13.0% |
| 3M | +16.5% | +2.4% | +14.0% | +14.5% |
| 6M | +35.1% | +98.3% | -63.2% | +19.0% |
| YTD | +82.2% | +120.7% | -38.5% | +56.7% |
| 1Y | +102.5% | +168.3% | -65.8% | +67.1% |
| 3Y | +10.3% | +571.7% | -561.4% | -32.1% |
| 5Y | +166.1% | +114.0% | +52.1% | +140.8% |
| All | +166.1% | +110.0% | +56.1% | +140.8% |
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 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