+358.8%
APP vs SMTC
+110.0%
+248.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.0% | -12.6% | -6.1% |
| 7D | +0.1% | +22.9% | -22.9% | -7.2% |
| 30D | -10.0% | +16.6% | -26.7% | -16.4% |
| 3M | -44.6% | +2.4% | -47.1% | -48.1% |
| 6M | -37.9% | +98.3% | -136.1% | -57.3% |
| YTD | -53.7% | +120.7% | -174.4% | -69.7% |
| 1Y | -43.0% | +168.3% | -211.2% | -65.6% |
| 3Y | +640.8% | +571.7% | +69.1% | +147.0% |
| 5Y | +358.8% | +114.0% | +244.8% | +294.5% |
| All | +358.8% | +110.0% | +248.8% | +294.5% |
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