+500.0%
APP vs SMTC
+47.7%
+452.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +12.7% | -2.9% | +6.1% |
| 7D | +71.2% | -19.0% | +90.2% | +78.2% |
| 30D | +39.1% | -46.7% | +85.8% | +64.3% |
| 3M | +16.5% | -23.4% | +40.0% | +17.4% |
| 6M | -16.6% | -13.4% | -3.1% | -25.0% |
| YTD | -41.9% | +40.1% | -82.0% | -58.2% |
| 1Y | -37.0% | +47.7% | -84.7% | -55.6% |
| 3Y | +892.4% | +606.9% | +285.5% | +193.5% |
| 5Y | +297.3% | +14.4% | +282.9% | +234.9% |
| All | +500.0% | +47.7% | +452.3% | +354.4% |
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 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