+199.6%
ARM vs SMTC
+373.5%
-173.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.6% | -2.8% |
| 7D | +9.1% | +11.0% | -1.9% | +4.3% |
| 30D | -19.9% | -28.5% | +8.5% | -8.4% |
| 3M | -31.6% | -14.2% | -17.4% | -28.7% |
| 6M | -13.9% | -18.0% | +4.1% | -9.4% |
| YTD | +74.3% | +55.5% | +18.8% | +40.0% |
| 1Y | +35.8% | +69.5% | -33.7% | +4.9% |
| 3Y | +268.6% | +699.7% | -431.0% | +38.9% |
| All | +199.6% | +373.5% | -173.9% | +24.0% |
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 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