+883.4%
APH vs SMTC
+313.7%
+569.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.7% | -8.6% | +0.5% |
| 7D | -5.9% | -19.0% | +13.0% | -0.6% |
| 30D | -14.8% | -46.7% | +31.9% | +0.5% |
| 3M | -12.4% | -23.4% | +11.0% | -7.9% |
| 6M | +8.1% | -13.4% | +21.5% | +7.2% |
| YTD | +10.9% | +40.1% | -29.1% | -5.3% |
| 1Y | +8.8% | +47.7% | -38.9% | -8.6% |
| 3Y | +262.1% | +606.9% | -344.9% | +66.4% |
| 5Y | +283.1% | +14.4% | +268.8% | +203.8% |
| All | +883.4% | +313.7% | +569.7% | +426.9% |
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