+298.1%
APP vs SMTC
+26.3%
+271.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.1% | +8.0% | +5.1% |
| 7D | +4.6% | +11.0% | -6.5% | +1.1% |
| 30D | +56.0% | -28.5% | +84.5% | +67.7% |
| 3M | +30.8% | -14.2% | +45.1% | +27.4% |
| 6M | -9.8% | -18.0% | +8.2% | -15.9% |
| YTD | -39.3% | +55.5% | -94.8% | -57.7% |
| 1Y | -26.4% | +69.5% | -96.0% | -50.6% |
| 3Y | +887.9% | +699.7% | +188.3% | +177.9% |
| All | +298.1% | +26.3% | +271.8% | +281.0% |
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