+784.0%
AU vs SMTC
+4,605.0%
-3,821.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +0.6% | +22.5% | -21.8% | -0.9% |
| 30D | +12.3% | +24.9% | -12.6% | +10.1% |
| 3M | +29.4% | +4.1% | +25.3% | +27.9% |
| 6M | +3.2% | +92.6% | -89.3% | -2.7% |
| YTD | +31.8% | +122.5% | -90.7% | +23.0% |
| 1Y | +83.4% | +166.2% | -82.8% | +68.9% |
| 3Y | +623.1% | +577.2% | +45.9% | +503.2% |
| 5Y | +700.5% | +119.0% | +581.5% | +606.3% |
| 10Y | +717.6% | +527.9% | +189.7% | +549.8% |
| All | +784.0% | +4,605.0% | -3,821.0% | +701.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling