+6,147.0%
APD vs SMTC
+48,322.4%
-42,175.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.6% |
| 7D | -0.2% | -10.9% | +10.7% | +0.4% |
| 30D | +11.0% | -39.4% | +50.4% | +14.9% |
| 3M | +1.3% | -13.5% | +14.9% | +1.1% |
| 6M | +6.4% | -6.8% | +13.2% | +4.3% |
| YTD | +28.9% | +54.0% | -25.1% | +20.2% |
| 1Y | +23.2% | +50.8% | -27.5% | +14.9% |
| 3Y | +26.3% | +677.3% | -651.0% | -2.6% |
| 5Y | +12.0% | +28.7% | -16.7% | -1.0% |
| 10Y | +183.2% | +339.9% | -156.7% | +122.6% |
| All | +6,147.0% | +48,322.4% | -42,175.4% | +4,030.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling