-40.4%
APTV vs SMTC
+154.8%
-195.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.2% | -6.2% | +2.3% |
| 7D | +4.8% | +12.7% | -7.9% | +3.9% |
| 30D | +2.0% | +22.0% | -20.0% | +0.2% |
| 3M | -34.2% | -12.7% | -21.6% | -33.2% |
| 6M | -34.7% | +64.8% | -99.4% | -38.4% |
| YTD | -37.0% | +100.7% | -137.7% | -42.3% |
| 1Y | -40.4% | +146.9% | -187.3% | -46.0% |
| All | -40.4% | +154.8% | -195.2% | -46.0% |
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 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