+944.2%
APH vs SMTC
+382.5%
+561.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.3% | -11.1% | -3.7% |
| 7D | +0.4% | +12.9% | -12.5% | -3.4% |
| 30D | -8.0% | -25.6% | +17.6% | -1.2% |
| 3M | -5.0% | -4.5% | -0.5% | -6.3% |
| 6M | +29.9% | -8.3% | +38.2% | +27.0% |
| YTD | +18.0% | +69.9% | -52.0% | -4.8% |
| 1Y | +11.3% | +73.9% | -62.6% | -10.9% |
| 3Y | +274.9% | +757.7% | -482.7% | +63.0% |
| 5Y | +300.6% | +38.7% | +261.9% | +200.3% |
| 10Y | +944.2% | +376.1% | +568.1% | +426.7% |
| All | +944.2% | +382.5% | +561.7% | +426.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling