-69.6%
APTV vs SMTC
+118.6%
-188.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | -1.2% | +22.5% | -23.6% | -5.3% |
| 30D | -10.6% | +24.9% | -35.5% | -15.4% |
| 3M | -35.0% | +4.1% | -39.1% | -37.1% |
| 6M | -38.9% | +92.6% | -131.5% | -49.6% |
| YTD | -41.5% | +122.5% | -164.0% | -53.7% |
| 1Y | -45.8% | +166.2% | -212.0% | -59.4% |
| 3Y | -55.7% | +577.2% | -632.9% | -79.1% |
| All | -69.6% | +118.6% | -188.2% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling