-18.2%
APTV vs SMTC
+516.8%
-534.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.5% |
| 7D | -1.8% | +17.5% | -19.3% | -6.6% |
| 30D | -7.9% | +21.3% | -29.2% | -14.2% |
| 3M | -29.9% | +3.1% | -33.1% | -33.4% |
| 6M | -36.6% | +81.7% | -118.3% | -51.0% |
| YTD | -40.0% | +115.9% | -155.9% | -56.6% |
| 1Y | -44.0% | +157.8% | -201.8% | -62.5% |
| 3Y | -54.5% | +557.3% | -611.8% | -83.4% |
| 5Y | -68.8% | +114.7% | -183.5% | -81.6% |
| All | -18.2% | +516.8% | -534.9% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling