+672.3%
AU vs SMTC
+548.2%
+124.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | +0.1% |
| 7D | -4.3% | +13.1% | -17.3% | -5.2% |
| 30D | +7.3% | +19.5% | -12.1% | +5.6% |
| 3M | +26.3% | +2.2% | +24.1% | +25.1% |
| 6M | +1.8% | +94.9% | -93.1% | -3.9% |
| YTD | +26.8% | +127.0% | -100.1% | +18.8% |
| 1Y | +66.7% | +174.6% | -107.9% | +54.6% |
| 3Y | +579.1% | +615.9% | -36.9% | +487.7% |
| 5Y | +689.3% | +125.6% | +563.7% | +585.4% |
| All | +672.3% | +548.2% | +124.1% | +597.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling