+1,166.2%
CDNS vs SMTC
+333.2%
+833.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -1.9% |
| 7D | +1.0% | +11.0% | -10.1% | -2.4% |
| 30D | -2.0% | -28.5% | +26.5% | +6.1% |
| 3M | -0.2% | -14.2% | +14.0% | +0.1% |
| 6M | -8.9% | -18.0% | +9.1% | -10.3% |
| YTD | +3.3% | +55.5% | -52.2% | -18.5% |
| 1Y | +2.2% | +69.5% | -67.3% | -21.9% |
| 3Y | +22.4% | +699.7% | -677.3% | -54.8% |
| 5Y | +78.0% | +27.4% | +50.6% | +29.9% |
| All | +1,166.2% | +333.2% | +833.0% | +499.6% |
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