-35.0%
AUR vs SMTC
+157.1%
-192.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +11.1% | +22.5% | -11.4% | +1.6% |
| 30D | -6.9% | +24.9% | -31.8% | -16.5% |
| 3M | +5.5% | +4.1% | +1.4% | -0.2% |
| 6M | +41.0% | +92.6% | -51.6% | -0.7% |
| YTD | +69.3% | +122.5% | -53.2% | +10.6% |
| 1Y | +14.0% | +166.2% | -152.2% | -32.5% |
| 3Y | +90.1% | +577.2% | -487.1% | -46.7% |
| 5Y | -34.4% | +119.0% | -153.4% | -56.0% |
| All | -35.0% | +157.1% | -192.1% | -56.2% |
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 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