+162.2%
ARM vs SMTC
+278.3%
-116.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -17.5% | +4.4% | -5.5% |
| 7D | -27.1% | -35.0% | +7.9% | -12.3% |
| 30D | -44.9% | -53.6% | +8.7% | -24.0% |
| 3M | -39.3% | -24.5% | -14.8% | -33.2% |
| 6M | -20.2% | -19.0% | -1.2% | -15.0% |
| YTD | +52.5% | +24.2% | +28.3% | +35.2% |
| 1Y | +4.1% | +35.6% | -31.5% | -11.4% |
| 3Y | +211.7% | +521.9% | -310.2% | +30.6% |
| All | +162.2% | +278.3% | -116.1% | +19.8% |
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 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