+247.2%
ARM vs SMTC
+709.5%
-462.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | 0.0% | -1.5% |
| 7D | -10.4% | -10.9% | +0.6% | -6.3% |
| 30D | -31.8% | -39.4% | +7.6% | -16.2% |
| 3M | -32.2% | -13.5% | -18.7% | -29.8% |
| 6M | -14.9% | -6.8% | -8.1% | -15.4% |
| YTD | +66.0% | +54.0% | +12.0% | +32.7% |
| 1Y | +17.2% | +50.8% | -33.6% | -6.0% |
| 3Y | +247.2% | +677.3% | -430.1% | +25.2% |
| All | +247.2% | +709.5% | -462.3% | +25.2% |
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