+951.3%
APH vs SMTC
+365.8%
+585.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +12.8% | -4.6% | +4.6% |
| 7D | +1.1% | -4.8% | +5.9% | +2.1% |
| 30D | -7.5% | -37.8% | +30.3% | +4.5% |
| 3M | -4.4% | -16.5% | +12.0% | -2.0% |
| 6M | +26.5% | -4.4% | +30.9% | +22.0% |
| YTD | +20.0% | +58.0% | -38.0% | -0.9% |
| 1Y | +16.9% | +62.0% | -45.1% | -4.4% |
| 3Y | +288.5% | +745.7% | -457.2% | +69.5% |
| 5Y | +310.3% | +29.0% | +281.3% | +214.5% |
| 10Y | +951.3% | +351.4% | +599.9% | +442.2% |
| All | +951.3% | +365.8% | +585.5% | +442.2% |
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 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