+296.4%
ARM vs SMTC
+511.1%
-214.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +9.2% | -5.3% | 0.0% |
| 7D | +5.5% | +12.7% | -7.3% | +0.2% |
| 30D | -8.2% | +22.0% | -30.2% | -16.7% |
| 3M | -35.9% | -12.7% | -23.3% | -33.5% |
| 6M | +103.1% | +64.8% | +38.3% | +61.5% |
| YTD | +130.6% | +100.7% | +29.9% | +68.5% |
| 1Y | +86.1% | +146.9% | -60.8% | +23.9% |
| All | +296.4% | +511.1% | -214.7% | +49.2% |
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 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