+13.4%
AUR vs SMTC
+154.8%
-141.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -2.7% |
| 7D | +8.7% | +12.7% | -4.0% | +4.4% |
| 30D | -5.2% | +22.0% | -27.2% | -12.1% |
| 3M | -7.3% | -12.7% | +5.4% | -5.4% |
| 6M | +41.2% | +64.8% | -23.6% | +14.1% |
| YTD | +65.1% | +100.7% | -35.6% | +25.5% |
| 1Y | +13.4% | +146.9% | -133.5% | -14.2% |
| All | +13.4% | +154.8% | -141.3% | -14.2% |
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 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