+2.1%
AVTR vs SMTC
+263.5%
-261.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.5% |
| 7D | -1.1% | +13.1% | -14.2% | -3.7% |
| 30D | +6.3% | +19.5% | -13.1% | +1.5% |
| 3M | +53.3% | +2.2% | +51.1% | +48.3% |
| 6M | +78.6% | +94.9% | -16.2% | +45.3% |
| YTD | +29.2% | +127.0% | -97.7% | +0.5% |
| 1Y | +13.8% | +174.6% | -160.7% | -16.5% |
| 3Y | -27.4% | +615.9% | -643.4% | -66.2% |
| 5Y | -65.0% | +125.6% | -190.6% | -76.0% |
| All | +2.1% | +263.5% | -261.3% | -50.1% |
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