+391.7%
APP vs SMTC
+111.7%
+280.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.2% | -7.0% | -1.0% |
| 7D | +0.9% | +12.7% | -11.9% | -3.3% |
| 30D | -23.3% | +22.0% | -45.2% | -30.6% |
| 3M | -42.6% | -12.7% | -30.0% | -43.0% |
| 6M | -33.6% | +64.8% | -98.4% | -50.9% |
| YTD | -52.4% | +100.7% | -153.1% | -67.6% |
| 1Y | -35.9% | +146.9% | -182.8% | -60.0% |
| 3Y | +642.2% | +456.8% | +185.4% | +173.1% |
| 5Y | +311.1% | +89.2% | +221.8% | +214.8% |
| All | +391.7% | +111.7% | +280.0% | +251.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling