+174.6%
ARM vs SMTC
+326.5%
-151.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +12.7% | -8.0% | -0.8% |
| 7D | -15.2% | -19.0% | +3.8% | -7.6% |
| 30D | -40.7% | -46.7% | +6.1% | -23.1% |
| 3M | -39.1% | -23.4% | -15.7% | -33.5% |
| 6M | -26.4% | -13.4% | -13.0% | -24.3% |
| YTD | +59.7% | +40.1% | +19.7% | +34.2% |
| 1Y | +10.3% | +47.7% | -37.3% | -9.7% |
| 3Y | +228.9% | +606.9% | -378.1% | +30.2% |
| All | +174.6% | +326.5% | -151.9% | +18.8% |
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