+1,055.9%
APH vs SMTC
+434.3%
+621.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.2% | -8.4% | -1.7% |
| 7D | +5.0% | +12.7% | -7.8% | +1.4% |
| 30D | -3.9% | +22.0% | -25.8% | -9.9% |
| 3M | +13.0% | -12.7% | +25.6% | +14.7% |
| 6M | +25.2% | +64.8% | -39.6% | +4.3% |
| YTD | +22.9% | +100.7% | -77.8% | -3.5% |
| 1Y | +47.8% | +146.9% | -99.1% | +8.8% |
| 3Y | +283.0% | +456.8% | -173.8% | +92.4% |
| 5Y | +349.7% | +89.2% | +260.4% | +210.6% |
| All | +1,055.9% | +434.3% | +621.6% | +445.3% |
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