+27.9%
APD vs SMTC
+91.8%
-63.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -1.7% |
| 7D | -2.2% | +12.7% | -15.0% | -3.2% |
| 30D | +2.1% | +22.0% | -19.9% | -0.1% |
| 3M | +7.2% | -12.7% | +19.8% | +7.3% |
| 6M | +11.2% | +64.8% | -53.5% | +4.0% |
| YTD | +24.4% | +100.7% | -76.3% | +13.6% |
| 1Y | +6.7% | +146.9% | -140.2% | -5.2% |
| 3Y | +9.2% | +456.8% | -447.6% | -16.9% |
| All | +27.9% | +91.8% | -63.9% | +15.5% |
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