-28.3%
APTV vs SMTC
+333.2%
-361.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.9% |
| 7D | -1.7% | +11.0% | -12.8% | -4.9% |
| 30D | -11.6% | -28.5% | +16.9% | -5.6% |
| 3M | -21.2% | -14.2% | -7.0% | -22.1% |
| 6M | -28.5% | -18.0% | -10.5% | -31.0% |
| YTD | -49.1% | +55.5% | -104.6% | -61.2% |
| 1Y | -52.2% | +69.5% | -121.7% | -64.8% |
| 3Y | -48.6% | +699.7% | -748.3% | -84.0% |
| 5Y | -77.3% | +27.4% | -104.7% | -84.4% |
| All | -28.3% | +333.2% | -361.6% | -69.2% |
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 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