+228.9%
ARM vs SMTC
+597.8%
-369.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +12.7% | -8.0% | -0.9% |
| 7D | -15.2% | -19.0% | +3.8% | -7.4% |
| 30D | -40.7% | -46.7% | +6.1% | -22.6% |
| 3M | -39.1% | -23.4% | -15.7% | -33.4% |
| 6M | -26.4% | -13.4% | -13.0% | -24.4% |
| YTD | +59.7% | +40.1% | +19.7% | +33.2% |
| 1Y | +10.3% | +47.7% | -37.3% | -10.4% |
| 3Y | +228.9% | +606.9% | -378.1% | +15.4% |
| All | +228.9% | +597.8% | -369.0% | +15.4% |
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