+4.8%
APD vs SMTC
-0.6%
+5.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.3% | -9.4% | +1.1% |
| 7D | -1.2% | +12.9% | -14.0% | -0.8% |
| 30D | +11.0% | -25.6% | +36.6% | +10.2% |
| 3M | +2.6% | -4.5% | +7.1% | +2.2% |
| 6M | +4.8% | -8.3% | +13.1% | +3.5% |
| All | +4.8% | -0.6% | +5.4% | +3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling