+285.2%
APH vs SMTC
+26.3%
+258.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.3% | -0.7% |
| 7D | +4.9% | +11.0% | -6.1% | +1.9% |
| 30D | -5.4% | -28.5% | +23.1% | +1.8% |
| 3M | -5.5% | -14.2% | +8.8% | -3.9% |
| 6M | +25.9% | -18.0% | +43.9% | +27.3% |
| YTD | +16.4% | +55.5% | -39.1% | -0.8% |
| 1Y | +16.5% | +69.5% | -53.0% | -2.8% |
| 3Y | +270.9% | +699.7% | -428.8% | +93.7% |
| All | +285.2% | +26.3% | +258.9% | +247.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling