-52.2%
APTV vs SMTC
+63.0%
-115.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | 0.0% |
| 7D | -1.7% | +11.0% | -12.8% | -2.2% |
| 30D | -11.6% | -28.5% | +16.9% | -10.4% |
| 3M | -21.2% | -14.2% | -7.0% | -21.4% |
| 6M | -28.5% | -18.0% | -10.5% | -28.4% |
| YTD | -49.1% | +55.5% | -104.6% | -53.2% |
| 1Y | -52.2% | +69.5% | -121.7% | -56.7% |
| All | -52.2% | +63.0% | -115.2% | -56.7% |
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