+7.2%
AVTR vs SMTC
+149.1%
-141.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | +0.3% |
| 7D | +0.5% | +11.0% | -10.6% | -1.8% |
| 30D | -1.0% | -28.5% | +27.5% | +4.3% |
| 3M | +12.2% | -14.2% | +26.4% | +11.8% |
| 6M | +97.5% | -18.0% | +115.5% | +93.3% |
| YTD | +35.6% | +55.5% | -19.9% | +11.2% |
| 1Y | +32.8% | +69.5% | -36.7% | +6.1% |
| 3Y | -16.5% | +699.7% | -716.1% | -64.6% |
| 5Y | -59.1% | +27.4% | -86.5% | -67.7% |
| All | +7.2% | +149.1% | -141.9% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling