+35.1%
APD vs SMTC
+70.8%
-35.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -12.9% | +14.8% | +1.7% |
| 7D | +3.8% | -24.5% | +28.3% | +3.5% |
| 30D | +14.1% | -42.5% | +56.6% | +13.8% |
| 3M | +8.2% | -14.1% | +22.3% | +7.6% |
| 6M | +7.5% | +3.6% | +3.9% | +6.0% |
| YTD | +31.7% | +50.6% | -18.9% | +27.9% |
| 1Y | +35.1% | +72.2% | -37.2% | +29.6% |
| All | +35.1% | +70.8% | -35.8% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling