-35.1%
AUR vs SMTC
+122.8%
-157.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | -0.6% |
| 7D | +1.4% | +13.1% | -11.7% | -4.0% |
| 30D | -6.4% | +19.5% | -25.9% | -14.4% |
| 3M | +7.7% | +2.2% | +5.5% | +2.7% |
| 6M | +44.5% | +94.9% | -50.4% | +0.6% |
| YTD | +67.4% | +127.0% | -59.5% | +7.4% |
| 1Y | +15.4% | +174.6% | -159.1% | -33.4% |
| 3Y | +94.8% | +615.9% | -521.1% | -49.6% |
| All | -35.1% | +122.8% | -157.9% | -46.9% |
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 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