-9.0%
AUR vs SMTC
+70.8%
-79.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -12.9% | +8.5% | -0.5% |
| 7D | -19.8% | -24.5% | +4.7% | -12.8% |
| 30D | -29.0% | -42.5% | +13.4% | -16.7% |
| 3M | -43.6% | -14.1% | -29.5% | -43.0% |
| 6M | -36.6% | +3.6% | -40.3% | -41.7% |
| YTD | +6.3% | +50.6% | -44.3% | -16.2% |
| 1Y | -9.0% | +72.2% | -81.3% | -31.9% |
| All | -9.0% | +70.8% | -79.9% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling