-46.5%
APTV vs SMTC
+70.8%
-117.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -12.9% | +17.6% | +5.1% |
| 7D | -1.9% | -24.5% | +22.6% | -0.7% |
| 30D | -1.4% | -42.5% | +41.0% | +1.2% |
| 3M | -9.3% | -14.1% | +4.7% | -9.8% |
| 6M | -27.3% | +3.6% | -30.9% | -29.0% |
| YTD | -43.1% | +50.6% | -93.7% | -48.0% |
| 1Y | -46.5% | +72.2% | -118.7% | -53.2% |
| All | -46.5% | +70.8% | -117.3% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling