+5,927.3%
APD vs SMTC
+62,999.7%
-57,072.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -1.8% |
| 7D | -2.2% | +12.7% | -15.0% | -3.3% |
| 30D | +2.1% | +22.0% | -19.9% | -0.1% |
| 3M | +7.2% | -12.7% | +19.8% | +7.2% |
| 6M | +11.2% | +64.8% | -53.5% | +4.5% |
| YTD | +24.4% | +100.7% | -76.3% | +14.6% |
| 1Y | +6.7% | +146.9% | -140.2% | -3.9% |
| 3Y | +9.2% | +456.8% | -447.6% | -12.7% |
| 5Y | +27.4% | +89.2% | -61.9% | +10.0% |
| 10Y | +164.8% | +426.9% | -262.0% | +106.9% |
| All | +5,927.3% | +62,999.7% | -57,072.4% | +3,838.3% |
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