+528.8%
APP vs SMTC
+66.7%
+462.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +12.8% | -8.0% | +1.0% |
| 7D | +79.2% | -4.8% | +84.0% | +77.5% |
| 30D | +48.0% | -37.8% | +85.8% | +66.7% |
| 3M | +18.2% | -16.5% | +34.7% | +16.2% |
| 6M | -12.5% | -4.4% | -8.1% | -23.5% |
| YTD | -39.2% | +58.0% | -97.2% | -57.8% |
| 1Y | -33.9% | +62.0% | -95.9% | -54.5% |
| 3Y | +933.3% | +745.7% | +187.6% | +186.3% |
| 5Y | +295.9% | +29.0% | +266.8% | +221.7% |
| All | +528.8% | +66.7% | +462.2% | +359.1% |
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