+193.5%
APTV vs SMTC
+523.5%
-330.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.2% | -6.2% | +0.3% |
| 7D | +4.8% | +12.7% | -7.9% | +1.0% |
| 30D | +2.0% | +22.0% | -20.0% | -5.4% |
| 3M | -34.2% | -12.7% | -21.6% | -34.2% |
| 6M | -34.7% | +64.8% | -99.4% | -48.4% |
| YTD | -37.0% | +100.7% | -137.7% | -53.8% |
| 1Y | -40.4% | +146.9% | -187.3% | -60.0% |
| 3Y | -54.1% | +456.8% | -510.9% | -82.2% |
| 5Y | -68.0% | +89.2% | -157.3% | -81.0% |
| 10Y | -15.5% | +426.9% | -442.4% | -69.3% |
| All | +193.5% | +523.5% | -330.0% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling