+132,206.3%
APH vs SMTC
+47,224.8%
+84,981.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.2% | -8.4% | -1.0% |
| 7D | +5.0% | +12.7% | -7.8% | +2.3% |
| 30D | -3.9% | +22.0% | -25.8% | -8.3% |
| 3M | +13.0% | -12.7% | +25.6% | +14.4% |
| 6M | +25.2% | +64.8% | -39.6% | +9.8% |
| YTD | +22.9% | +100.7% | -77.8% | +3.3% |
| 1Y | +47.8% | +146.9% | -99.1% | +18.5% |
| 3Y | +283.0% | +456.8% | -173.8% | +137.2% |
| 5Y | +349.7% | +89.2% | +260.4% | +235.3% |
| 10Y | +1,061.2% | +426.9% | +634.4% | +582.5% |
| All | +132,206.3% | +47,224.8% | +84,981.5% | +53,484.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling