-54.5%
APTV vs SMTC
+556.3%
-610.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +10.0% | -14.6% | -5.9% |
| 7D | +2.0% | +22.9% | -21.0% | -0.9% |
| 30D | -7.7% | +16.6% | -24.3% | -10.1% |
| 3M | -34.0% | +2.4% | -36.4% | -35.1% |
| 6M | -37.1% | +98.3% | -135.4% | -44.8% |
| YTD | -39.9% | +120.7% | -160.6% | -48.3% |
| 1Y | -44.4% | +168.3% | -212.7% | -54.0% |
| 3Y | -54.5% | +571.7% | -626.2% | -70.9% |
| All | -54.5% | +556.3% | -610.7% | -70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling