-26.3%
APH vs SMTC
+154.8%
-181.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +11.2% | -59.0% | -49.9% |
| 7D | -48.7% | +3.8% | -52.5% | -49.9% |
| 30D | -51.9% | +22.0% | -73.9% | -55.5% |
| 3M | -43.6% | -12.7% | -30.9% | -43.2% |
| 6M | -37.5% | +64.8% | -102.3% | -50.0% |
| YTD | -38.6% | +100.7% | -139.3% | -54.3% |
| 1Y | -26.3% | +146.9% | -173.2% | -47.5% |
| All | -26.3% | +154.8% | -181.1% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling