+73.2%
APA vs SMTC
+28.0%
+45.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.8% | -13.0% | -1.5% |
| 7D | -8.7% | -4.8% | -3.9% | -8.6% |
| 30D | -2.4% | -37.8% | +35.4% | +1.7% |
| 3M | +19.0% | -16.5% | +35.5% | +19.1% |
| 6M | +26.8% | -4.4% | +31.2% | +22.8% |
| YTD | +87.3% | +58.0% | +29.3% | +66.0% |
| 1Y | +92.3% | +62.0% | +30.3% | +69.0% |
| 3Y | +37.3% | +745.7% | -708.4% | -22.2% |
| 5Y | +73.2% | +29.0% | +44.2% | +84.0% |
| All | +73.2% | +28.0% | +45.2% | +84.0% |
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