-35.9%
APP vs SMTC
+154.8%
-190.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.2% | -7.0% | +0.6% |
| 7D | +0.9% | +12.7% | -11.9% | -1.3% |
| 30D | -23.3% | +22.0% | -45.2% | -27.3% |
| 3M | -42.6% | -12.7% | -30.0% | -41.9% |
| 6M | -33.6% | +64.8% | -98.4% | -49.8% |
| YTD | -52.4% | +100.7% | -153.1% | -67.7% |
| 1Y | -35.9% | +146.9% | -182.8% | -56.4% |
| All | -35.9% | +154.8% | -190.6% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling