+185.0%
APD vs SMTC
+334.8%
-149.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.7% |
| 7D | -0.2% | -10.9% | +10.7% | +0.7% |
| 30D | +11.0% | -39.4% | +50.4% | +17.3% |
| 3M | +2.0% | -13.5% | +15.5% | +1.4% |
| 6M | +7.1% | -6.8% | +13.9% | +3.0% |
| YTD | +29.8% | +54.0% | -24.2% | +13.6% |
| 1Y | +24.0% | +50.8% | -26.7% | +8.5% |
| 3Y | +27.2% | +677.3% | -650.2% | -28.7% |
| 5Y | +12.8% | +28.7% | -16.0% | -6.1% |
| 10Y | +185.0% | +339.9% | -154.9% | +68.0% |
| All | +185.0% | +334.8% | -149.8% | +68.0% |
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 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