+193.1%
APD vs SMTC
+333.2%
-140.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.6% |
| 7D | +3.8% | +11.0% | -7.2% | +2.2% |
| 30D | +8.2% | -28.5% | +36.7% | +11.9% |
| 3M | +4.3% | -14.2% | +18.5% | +3.8% |
| 6M | +4.7% | -18.0% | +22.7% | +2.8% |
| YTD | +31.5% | +55.5% | -24.0% | +14.9% |
| 1Y | +23.5% | +69.5% | -46.0% | +6.0% |
| 3Y | +29.1% | +699.7% | -670.5% | -28.1% |
| 5Y | +15.9% | +27.4% | -11.5% | -3.1% |
| All | +193.1% | +333.2% | -140.1% | +72.1% |
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