-35.3%
BABA vs SMTC
+70.8%
-106.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -12.9% | +17.8% | +5.9% |
| 7D | +4.3% | -24.5% | +28.8% | +6.5% |
| 30D | -5.0% | -42.5% | +37.5% | -0.7% |
| 3M | -18.4% | -14.1% | -4.3% | -19.1% |
| 6M | -20.3% | +3.6% | -23.9% | -25.2% |
| YTD | -27.5% | +50.6% | -78.1% | -35.6% |
| 1Y | -35.3% | +72.2% | -107.6% | -44.5% |
| All | -35.3% | +70.8% | -106.2% | -44.5% |
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